In theory, yes you can. I wouldn't suggest doing so on a small setup, because you are going to spend way more money than necessary to filter these tanks. The primary cost occurs with the purchase of a surface skimmer to regulate the water level in each of the 20 gallon tanks.
For some reason having a sump has become some kind of "status symbol" in the aquarium hobby. You will talk to people with sumps and they think that they are for some reason more of an advanced hobbyist than you are, simply becuase they use a sump filter.
You would be hard pressed to convince me that there is ever a necessity for a sump unless you are filtering a 220 gallon or larger freshwater aquarium. Just use Pengiun BioWheels on each setup and save yourself a lot of setup time & money.