Yes of course. Indeed some people are able to be both at once, for instance sister Elaine MacInnes began as a Catholic, became a Zen master but remains a Christian Catholic Nun
Wikipedia has a list of some well known converts between various religions. Here is their list for converts from Buddhism to Christianity.
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Robert Walker
Writer of articles on Mars and Space issues - Software Developer of Tune Smithy, Bounce Metronome etc.Studied at Wolfson College, Oxford
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