Sort of. It partially depends on if you consider the continuation novels by Frank Herbert's son Brian Herbert to be canonical.
In the original Dune novel by Frank Herbert, Margot and her husband plot to have her seduce and be impregnated by Feyd-Rautha. Margot is sure she will succeed because she believes Feyd lusts after her, but it is never actually confirmed if she does.
In Brian Herbert's Paul of Dune, Margot succeeded and had a daughter by Feyd named Marie whotries to assassinate Paul but is stopped and killed by Alia.
Totally do not recall her doing this but I do seem to remember the fenrings at Feyds birthday fight I think. I'm OK with it in the movie.
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