Yes, with the truck running and in park, press the remote start button on the remote. You will hear the module make a clicking noise and the green indicator will flash. Now turn the key to off and pull it out. Get out and press the lock button to lock the doors and it will stay running.
Get back in the same way you would if you had remote started it.
In the winter, for quick stops, this is one of my favorite features! I use it all the time.
If it's really cold, you can also set it to automatically turn on at certain temps, like over-night, so it doesn't ever get too cold. Mine is set to turn on when the brain's temp hits zero, then run for 20 minutes. Interestingly, even when it's sub-zero, the very interior of the electronics rarely gets that cold, so it really doesn't run itself very often, but you can adjust the temp it does this at.