ps.fass.org/cgi/reprint/77/2/185.pdf
Yes, it is possible but difficult under backyard conditions. This is because you never know whether one chick simply ate more droppings (for unrelated reasons) and therefore ate more cocci parasites, or is genetically more capable of surviving coccidiosis.
Over time I would think you could end up with a much less susceptible flock if you really worked hard at keeping the cocci challenge similar across all chicks (e.g. having a lot of feeders so no chicks are forced to eat more dropped food than others).
However there are other things to consider. One is that apparently if you breed for resistance to something like coccidiosis, you may be actively breeding for susceptibility to something else (this has been noted in a couple of studies relating to breeding for disease resistance... Sorry, I can't remember the citations with this one). This isn't a reason not to do it, but something to think about.
And another more general issue: it's been noted in studies that breeding for resistance tends to lower productivity. I presume this is because the immune system uses energy that takes away from growth... I think the citation for that is Feathersite, but sorry, if you ask I'll dig it out...
Personally, I'm inclined to try it though I also try to keep cocci away by management. I would think it's quite humane if the birds aren't allowed to suffer en masse. Neglecting husbandry in order to bring on a deadly cocci challenge would be rather cruel. Having the odd bird go down is different and is quite natural it happens to people who practice the best husbandry including coccidiostats. All you'd be doing is choosing to cull rather than treat, in the interests of longer term reduction in suffering overall.
Hope this helps, it's something I think about...
Erica