I had the exact same question- I had been running separate speaker wires to my subs from my amp.
The short answer is you can just jump from the speaker post to the sub. I know your specific query was sub to speaker, but pretty similar. I'd go from speaker to sub, as the only difference in your post.
I wanted to remove 24 foot runs of wire and their susceptibility to RF, and and a general tidying up. It all worked out just fine...