Yes, you can do it and you don't have to get a dealer (extra expense) involved. If you're the purchaser you pay or arrange a method thereof. He fills out the paperwork, includes the necessary tax,prints, CLEO approval, etc & when the paperwork is returned the gun is then transferred from him to you.
Did one a couple of years back on an MP40, indiv. to indiv. took about four months, absolutely no problems. In my case the purchaser paid up front, I signed a bill of sale, & we went from there. I received the form from ATF directing the transfer be accomplished as soon as practicable.