as above you should really be replacing with fresh water however in answer to your question Yes it is possible,
you could use some type of mesh fabric over the end of the syphon (the end that water comes out of) in order to catch all the debris but will allow the water to pass through, something like a stocking or even an old clean sock, attach it with a rubber band, syphon as normal with it attached and have the water going into a bucket once the bucket is full you can put the water back into your tank and then continue gravel cleaning