It is possible to "mimic" a set neck/thru neck, but I assure you that the work involved would not be worth the risk of making the guitar unplayable. If the neck is not glued perfectly and the neck angle is not figured prior to gluing, the guitar will be..........well, less than desirable.
Andrew highlighted most of the steps involved above, but to insure a better chance of it working there's a lot more to be done.
The first thing you have to do is to determine the size of shim your body needs, then you have to make it fit the entire joint perfectly.
Thanks for the pic Jesse!!
next you'll need to determine if your pocket requires a side to side shim to keep the neck in perfect alignment........If it does you'll need to make that. sorry, no pics of that.
Once you have your shims made PERFECTLY (remember, you only get one shot at this) it's time to glue things up. coat ALL of the neck joint, neck heel and shims liberally with titebond (original) glue. Assemble the pieces quickly then bolt the neck on using the original neck screws. throwing a squeeze clamp on the joint would be a good idea as well. Let it sit for a day or two to fully cure.
Now that the glue has cured, remove the screws. Now you have to dowel the screw holes through the body and into the neck. A drill press is an ABSOLUTE necessity here. You need to drill out the existing holes to at least 3/8", but I would go with 1/2" myself.
These holes need to be the full depth of the original holes. now you need to glue in maple dowels that are fully pressed into the new holes.......let cure.
You can now start sanding to shape your heel. when your finished shaping, you'll probably have to fill the hole where the screw ferrules were originally in the guitar.
Prime and paint.
After all this, I'm sure you can see why Andrews suggestion of a pre-made neck is such a good one. If you decide to go through with it, take lots of pics so you can post them here.