Not in any easy way I think. 

Best way I think is to listen for ContentRouted event from EPiServer.Web.Routing.ContentRoute.

Then check if the routed content is actually a shortcut to another page and then directly do a Redirect with 302 status.

Since you are modifying core routing that will trigger for every page, be extra careful :)

I've made an IInitializableModule.

The problem is that viewing a page on the website do not fire RoutedContent ( It seems it triggers the shortcut page instead)

The page with a shortcut is redirected and the page redirected triggers the code bellow. It works great in Editmode but I need it to work on the website.

 [ModuleDependency(typeof(EPiServer.Web.InitializationModule))]
    public class RedirectRoutingConfig : IInitializableModule
    {
        public void Initialize(InitializationEngine context)
        {
            EPiServer.Web.Routing.ContentRoute.RoutedContent += ContentRoute_RoutingContent;
        }

        public void Uninitialize(InitializationEngine context)
        {
        }

        public void Preload(string[] parameters)
        {
        }

        private void ContentRoute_RoutingContent(object sender, EPiServer.Web.Routing.RoutingEventArgs e)
        {
            var urlResolver = ServiceLocator.Current.GetInstance<UrlResolver>();
            var contentLoader = ServiceLocator.Current.GetInstance<IContentLoader>();
            PageData contentData;
            if (!contentLoader.TryGet(e.RoutingSegmentContext.RoutedContentLink, out contentData)) return;
           
            if (!PageEditing.PageIsInEditMode)
            {
                if (contentData.LinkType == PageShortcutType.Shortcut)
                {
                    var shortcutPageId = contentData["PageshortcutLink"].ToString();
                    if (string.IsNullOrEmpty(shortcutPageId)) return;
                    var shortcutContentReference = new ContentReference(shortcutPageId);
                    e.RoutingSegmentContext.TemporaryRedirect(urlResolver.GetUrl(shortcutContentReference));
                }
            }
        }
    }

How can I get hold of the request before the page is redirected? Thats the request I need to set to TemporaryRedirect()