Using xmr-stak to mine Monero, the pool I started off with (mineXMR.com) supports mining directly to exchanges via wallet address or payment ID. I tried connecting it to my Bisq wallet but did not work; perused the FAQ and searched this forum but found nothing on the topic which indicates direct mining is unsupported but I just wanted to formally ask & confirm. 
No, it is not.
Please note that Bisq wallet can not hold Monero, only the base currency, which is pretty much just Bitcoin for now (low usage of Litecoin).