It is possible in rockbox. I forget how tho, cos I don’t listen to radio (helpful, I know).
I think you go into the FM screen then go into the recording screen (via A-B button) while radio is still on…*shrug*
If that doesn’t work, search the rockbox and/or misticriver forums…I’ve seen posts on how to do it there.
Oh, btw, there’s now a ‘recording’ sub-forum in the rockbox forums…kinda cool.