Thanks to an amazing NASA mission called Stardust the answer to this question is YES. The 300 kg space probe was launched in 1999 and encountered its target, Comet Wild 2 in 2004. Stardust had special collectors containing a substance called Aerogel,which is an extremely low density, microporous silica-based material. The job of the Aerogel was to collect the high velocity particles from the comet’s coma and trap them with as little disruption as possible. On January 15th 2006, the sample return capsule from Stardust was successfully returned to Earth. The particles collected by the Stardust mission have been intensively studied in the years following their return. As a result of Stardust we now know a lot more about the composition of comets.
Comet particle trapped in Aerogel. Image: NASA