The UI says "no", but the documentation for dnsmasq says it supports it:
--cname as long as the record name is in the authoritative domain. If the target of the CNAME is unqualified, then it is qualified with the authoritative zone name. CNAME used in this way (only) may be wildcards, as in
--cname=*.example.com,default.example.com
Do I have to use the CLI for this?