Yes of course,
you can handle it with event manager easily. just add your specific routes to your router the add this code to your application's bootstrap file
$dispatcher = new \Phalcon\Mvc\Dispatcher();
$eventsManager = new \Phalcon\Events\Manager();
$eventsManager->attach("dispatch", function ($event, $dispatcher, $exception) use ($di)
{
    if ($event->getType() == 'beforeNotFoundAction') {
        $dispatcher->forward(array(
            'module'     => 'YOUR MODULE',
            'controller' => 'YOUR CONTROLLER',
            'action'     => 'YOUR ACTION'
        ));
        return false;
    }
});
$dispatcher->setEventsManager($eventsManager);
$di->setShared('dispatcher', $dispatcher);
It will forward all undefined route to YOUR_MODULE/YOUR_CONTROLLER/YOUR_ACTION
You can ignore MODULE if you have a single module app