You can try but it won't work, since you can not FLASH TWRP! You must boot into it using the command <fastboot boot TWRP.img>. The script from the Xiaomi.eu MIUI install will then install it permanently. These devices use A/B partioning and there is no recovery partition in the traditional sense, so you can't use <fastboot flash recovery TWRP.img> to flash TWRP. This is from XDA:Hey guys, i have a serous question. I am still on the first release 3.5.1 and have the decrypt /password problem, so i cant full wipe and flash clean flash roms. Can i install this to solve the problem? Is it overruling the old one without a full wipe is needed?
"On A/B devices supporting seamless updates, the recovery is now inside of the boot image along with the kernel. The recovery’s main function was to install updates, but since that’s handled by the system itself (update_engine) while Android is booted up the dedicated recovery partition is no longer needed.
To install a custom recovery on A/B devices, we thus need to modify the boot partition and replace the stock recovery with our own. This is why to install TWRP you need to use a fastboot command to boot a custom boot image first and then flash the TWRP installation script, as fastboot can’t patch partitions—only flash over them entirely. You could technically pre-patch your existing boot image with TWRP and then flash it via fastboot, but that’s more trouble than it’s worth. The TWRP installer script patches both the boot_a and boot_b partitions to install TWRP."
So there is an installer script out there that will patch it for you or better yet use the one that is in the Xiaomi.eu rom when you install the rom.