Kinda, if you edit /etc/pam.d/su you can take out the pam_rootok.so line and it'll prompt you. However, that's only as good as a gentleman's agreement since root can edit that file or even just change the users's password.
If you don't want people using su to become other users, don't give them the root password and setup sudo to only allow them to run a certain subset of commands as root.