It is possible. Good Luck !
I have Ilama (both pink and white), Dream Cherimoya, attemoyas, cherilata, and reticulata all grafted to pond apple root stocks. They are growing well. It is over two years since I first grafted, so I think that I passed the delayed incompatibility window. Salzmanii, sugar apple and soursop failed.
I was told that not all pond apples are graft compatible with other Annonas. Some people are complaining about "Elephant foot" where root stock grow larger compared to scion. I haven't noticed any of those issues. Pond apple may be a good choice if you have poor drainage.
I remember seeing a compatibility chart somewhere in this forum - I don't know who compiled it.