Hand held saw then yes but it's slow work. Never tried it on a scroll saw but you might need some type of loose hold down to stop it pushing the plate up off the table but still allowing you to move it.
If your using a scroll saw your best of getting good quality blades,not too fine for thicker metal it'll cut it easily but you really need a saw with speed controll for cutting steel as the fixed speed saws are usually too fast. Look for piercing saw blades.
Wouldn't imagine there would be any problem. Many years back at the ME exhibitions, Hegner used to demo their saws cutting intricate pieces in 3/8 brass so 1-2mm steel ought to be fine. Quality blades are importantthough. I bought (on recommendation) some Windjammer blades from the U.S. Pricy but good.
I have a Hegner scroll saw and regularly use it to cut complex shapes in steel up to a few mm thick. Make sure you use a few drops of lubricant on the blade. The blades do break quite frequently but they are very inexpensive.
Once you have blunted the small area of blade on contact with the work add a scrap of plywood packing with a suitable notch under the sheet to use a fresh part of the blade.
Personally I find it faster to do it by hand with a piercing saw frame and a notched sawing board clamped to the pillar drill table to bring everything to chest hight when working standing up.
I use a jig saw with a metal blade quite successfully. I place the sheet to be cut on top of some foam insulation and cut out the required shape (Foam and all). DO WEAR GOGGLES as the metal swarf is hot and has quite a range !!