Anything is possible. If you add this code to the worksheet module it should work. There other ways to do it without having to change the font to wingdings if you can live without a proper checkmark.
Insert this code by pressing Alt + F11 then double click the worksheet on the left and paste in.
Code:
Private Sub Worksheet_BeforeDoubleClick(ByVal Target As Range, Cancel As Boolean)
Target.Font.Name = "Wingdings"
Target.Value = Chr(252)
End Sub
Another note. The doubleclick method cannot be undone so if you try to use CTRL Z it will not undo. Not a huge issue because it is just a checkmark but you may want to put in data validation in cells that you do want to change.
Thanks