Yes it is possible as SAS supports both Windows Server and linux operating systems. This FAQ confirms it:
http://support.sas.com/rnd/scalability/grid/SAS_Grid_FAQ_External_31JUL2007.pdf
There are some restrictions with this as mentioned in the above link. For example DI Studio and Enterprise Miner can't be used with mixed OSs. You would need to consult with SAS to confirm if this is possible with your SAS product requirements.
However I doubt very much that SAS would recommend such an approach. A SAS grid environment is already complex, so why make it harder for yourself by using two operating systems? This link shows Windows and linux OS's with separate install instructions:
http://support.sas.com/rnd/scalability/grid/gridinstall.html
At the very least you would have to deal with two sets of installation and configuration instructions.