Yes it is quite possible, since when there is no Session State enabled the web part will emulate session state using Application State or Web Part storage, however we have tested all these modes and they worked without a problem.
To see the actual configuration in which your webparts are operating you can explore the current configuration by clicking on the View Web Parts Config
button in the main toolbar. The configuration settings of the webparts are explained in the following topic:
Getting Started > The WebParts Config File
You can also consider enabling the log file (explained in the topic referenced above) to see whether the webparts are recording some errors.
Nevron Support Team