Yes, that's how smallpox vaccine was given, using a "scarifier" to scratch the skin repeatedly. Most people of my generation had it as babies and developed a small scar. I decided to go to Morocco on holiday at age 21 and had to be vaccinated against smallpox again so that I could produce a valid vaccination certificate before travelling there: no new scar from that. Then 3 months later, as part of our medical training in immunology, we medical students had to vaccinate each other! So I got done twice in 3 months - no ill- effects and no new scars!
BCG vaccination for TB also gave most people a scar, but that was after a sort of indolent ulcer developed at the injection site, and took weeks to heal.