That should prove to be very difficult, but I think it depends how long the blimp would have the form of a blimp. Let me say why:
First of all:
The jump you are referring to, was a PR-event so I'm not gonna mention names. However the jump was not a re-entry from space, it started in the Stratosphere, some 25km above the ground, while low-earth-orbit (LEO) is at about 300-500 km.
Reaching the speed of sound up there (or Mach 1) is easier, because the speed of sound changes with height, along with atmospheric temperature, as seen in this plot from wikipedia (follow the blue curve):
So the alleged record is actually a cheat.
But now to your blimp:
Your blimp will come in at way higher speeds than Mach 1. The temperature on Mars is roughly a factor of $\sim 2$ lower than on Earth (measured in Kelvin), so the speed of sound there is also a factor of 2 lower. But then an object coming in with the same velocity as on Earth will have Mach 2 instead of Mach 1. Or 60 instead of 30.
This is important, because objects coming even from LEO on Earth reach Mach numbers of 30 (like the ex-space shuttle) and then have trouble getting rid of the heat.
And the higher the Mach number and the bigger the surface area of your object is, the more heat you'll have produced during re-entry. So you will want to make your blimp very compact for Mars atmospheric entry, and inflate it later. Then you need boosters to slow down, as well as tanks for the blimp becoming a blimp. I have no engineering perspective on this, how feasible that would be.
Additionally you'd have to be a VERY big blimp, because buoyancy forces depend linearly on the atmospheric density surrounding the blimp, which is ~100 times lower than on Earth.
Thus, your blimp would need to have a $\sim 4.6$ times bigger on all axes to reach the same stability as on Earth.
So to summarize:
The blimp will not enter the atmosphere of Mars with Mach 1, if coming from space. You need to slow it down beforehands, but for it to survive this, the blimp should be packed. And then you might want to think if a blimp on Mars makes sense at all.