Unfortunately my answer won't contain the crucial "yes" or "no" - for the simple reason that one hinges upon fine parameters and would likely require a good NASA study for actual answer. But the answer I can give without that currently is "Quite likely so."
1) matter of sustaining the blimp in void. That one's easy "yes". If the blimp's envelope rated pressure differential is 500Pa, inflate it to 200Pa and it will stay inflated in void. Any risk of bursting can be handled through a dumb passive safety valve. And the pressure can be provided from pressurized gas tank - let me say if your target pressure is 0.006 bar, then a small pressure tank inflated to (pretty standard) 100 bar can fill a huuuge volume. Never mind storing liquid or even solid fuel and diverting cooled combustion products into the envelope.
2) Lowering it into the atmosphere. This is the one where I can shrug helplessly and say "maybe". We know that objects light enough (surface area to mass ratio high enough) can reenter from LEO into atmosphere without burning up. How light? What ratio? Where to draw the border? The reentry profile would probably involve insertion into a relatively high orbit, where the blimp would lose most of its orbital velocity due to atmospheric drag, even before falling below low orbit altitude - and maintaining buoyancy, reduce descent rate to such degree, that ram rise heating would be low enough due to the medium being sparse enough that the envelope wouldn't burn up. This is the crucial point - having the drag high enough at altitudes high enough that adiabatic compression of the medium can't damage the envelope before it slows down to terminal speed. And this is a calculation for a good paper by professional scientists, not for a post on a Q&A site.
3) Atmospheric descent. Absolutely doable; heating the contents of the envelope would regulate buoyancy allowing to fine-tune the descent speed and allowing for a soft touchdown.
Would such a blimp be usable on Mars? Possibly so; while not really useful as an airship (with air so thin, the lift would be pathetic and the required size would make it a victim of extremely fast winds), but the envelope could be repurposed as a layer of shell of a colony dome, not a full 1 bar but a partial pressure to allow inner layers to have a lower pressure delta until the innermost one provides the full pressure. Also due to need to keep the whole thing very light (for airbraking) there would be nearly no payload - the envelope itself would be the actual payload, with only a minimal amount of active systems for guiding the descent.
But - providing we can make a blimp light enough and durable enough to withstand the aerobraking - this would be a very viable method of delivery of the dome construction material - likely way more robust than powered landers with deflated material.