Yes, you can do this. First, do a normal PBE calculation (HSE is built on-top of PBE) which generates an
Then add this line
reuse : <name of the check/castep_bin file>
param file of your HSE06 calculation. This will let CASTEP read in and reuse the previous charge density and wavefunction for the new calculation.
Starting from an existing charge density and wavefunction will usually reduce the number of SCF cycles needed to reach convergence.
As a side note, you can also do a HSE06 bandstructure on top of a PBE charge density in one single calculation with:
task : spectral
spectral_task : bandstructure
xc_functional : pbe
spectral_xc_functional : hse06
This will make the program first solve the eletronic structure with PBE and use the obtained charge density for the subsequent HSE06 bandstructure calculation.