Yes, it is often done. Start early when the first shoots come up. I often start my dahlias at the end of March, so I have lots of cuttings available. I found that some will take, some won't. Tuber splitting gave me better odds.

Dahlias grown from cuttings produce tubers but they typically are smaller and harder to divide. That is because the rudimentary tubers are a bit pot bound as they develop and are crowded by the pot. Cuttings grow quicker and bloom earlier than dahlias grown from tubers. Rooting hormones are not needed to root dahlias.

I live in the Pacific Northwest. Some people say you can leave dahlias in the ground but to cover them with oil cloth to keep them from getting wet. It's not the cold that kills them; it's the soggy weather. I usually start with one tuber and in one season, it multiplies into a monstrous clump of tubers. I do dig mine up and use a method described on this line of wrapping them in Saran Wrap and storing them at temperatures of 40-55 degrees.