There is currently no native solution for that. Perhaps with a script something is possible, i know it has been discussed before but i can’t find a clear topic in the searchhits.
Well, not in the way you described. But:
With effects: when you press the > button in your plugin (left from the ‘Ext. Editor’ button)
it shows all the parameters of that plugin. These can be mapped with the native MIDI mapper.
With instruments: Load the ‘Instr. Automation’ DSP device, select your plugin (which must be loaded in one of the instrument slots) and map the parameters with the native MIDI mapper.