Yes I've done it a few times. I just love pink Mt. Laurel, reminds me so much of growing up on LI in NY. Back then you could go out in the deep woods and dig them up. They grew everywhere. That's now against the law.
You're right the roots are very shallow so you do have to be careful picking them up. Plenty of mulch, peat, water and shade in their new home with some of their own dirt in a large ball.