Radio Question

The factory radio in my '01 Golf has the capability to accept a CD changer, but I never had one. I've been using a cassette adapter all these years, first for my portable CD player, now for my iPhone. Would be possible to rig an input for the iPhone to the CD connection on the radio. Doesn't have to be an dock connector, could just be an AUX cable running from the headphone jack. Would this work? (That's not my photo, btw, but the radio is the same)