Can I use an HRP-conjugated primary antibody for western blot (with no secondary)?

Yes, it is possible to use an HRP-conjugated primary antibody to perform a direct western blot, instead of performing an indirect assay with a conjugated secondary antibody. However, this should only be done if signal amplification is not needed, or else the signal may be too low. In this case, using a conjugated secondary antibody instead will help to improve the signal.