Yes, this is sunnah to be prayed.

Sheikh, two hadiths in bukhari (below) should we offer two rakaahs inbetween azaan and iqaamah for all the salaah and is it reccomended? JazakAllah khair Narrated ‘Abdullah bin Mughaffal Al-Muzani: Allah’s Apostle said thrice, “There is a prayer between the two Adhans (Adhan and Iqama),” and added, “For the one who wants to pray.” Narrated ‘Abdullah bin Mughaffal: The prophet said, “There is a prayer between the two Adhans (Adhan and Iqama), there is a prayer between the two Adhans.” And then while saying it the third time he added, “For the one who wants to (pray).”