For the past couple of cycles Ive been having the same thing happen. Sore BB's, cramping a couple days after O, all the way up until AF shows. I dont want to discourage you, as we are all so different yet similar in so many ways. It could be a positive sign but I know in my case its turned out to be just the way my body is now. In fact Ive noticed all sorts of bizarre things but I think although many things are different, I just pay way more attention to them now while we are TTC.
Sorry I didnt answer what you actually asked!! YES it does happen that you can catch that first egg, even before your first period!