I also have a Fidelity 401(k), and it's been accumulating an after-tax balance for a few months now. I've been too busy to try rolling it over, but I've looked into the process.
As far as I know, yes. This is easy and has no tax consequences. I'm planning on doing it this way, because the two separate rollovers are much more common and simpler than a direct rollover from a Fidelity 401(k) to a Vanguard IRA.
You could do this, but what would it accomplish? You'd have to pay taxes when you roll it into the Roth IRA, since you're rolling over pre-tax dollars. A better option would be to roll the gains into a tIRA, and then roll the tIRA back into the pre-tax balance of your 401(k). However, at least for my plan, that's a very complicated process that involves several weeks and paper forms. Personally, I've decided to avoid the hassle and roll it all into a Roth IRA.