Yes, that's what I do. And it is easy. I just don't call it a "good way," especially as compared to what you can do with a bucket (whether a 5 or the 4gal Wooster style). The things fall off the tray (and usually into the paint) if you sneeze in the wrong direction. (But maybe I'm just a klutz). And while it protects from dust/debris falling in, there's no way to put any seal on that like you can with a bucket. I can cover a bucket overnight if needed for the occasions that it makes sense. Heck, with as fast as paints set up these days (and thus can start to skin), I don't like to stop rolling to take a lunch.Flip a dry tray liner over and set it on top. Easy as pie.
And it's not that I don't use trays. I do for smaller spaces - like one ceiling, or one set of bath walls when I won't be in it for too long and don't have to move around a lot.