I think the answer is no, but on my Panasonic F85 changer (and probably others, too) you don't have to stop the current disc from playing in order to change all the others. In my experience, when you eject a disc, you always lose the current position - regardless of brand.
Panasonic has a feature on their players that will remember the current position of up to 3 (IIRC) DVDs, but I just tested it and it doesn't work on audio or MP3 CDs.
I just don't understand why they all don't have the Bookmark feature that Sony use to have. Those fools at Sony don't even incorporate that feature anymore. It was a great feature.
I'm happy to report that...I LIED! I just pulled out the owner's manual and I was just using it wrong. The only exception is that it doesn't seem to work when the MP3 disc is in random play mode.