Well it is possible, though I am not good at making a data url. Many sites such as
http://springlets.com and
http://iwebsaver.com offer ways of saving things to your home screen via data url's. These urls can hold entire pages in the url itself. So, a url can be made as a data url and the data in the url can be simple javascript for a mailto tag, thus allowing the mail app to start. Though the process will make Safari open for a moment, it will run the javascript thus start the mail app. Sort of round-a-bout, but possible.
I use
http://springlets.com for the quick phone dialing. I know I don't really need it, but nice having a button on home screen for very quick dialing at times. And gives a reason for another icon 😉
I have then used
http://iwebsaver.com to convert some web apps (mainly some games) into data urls so I can actually play the webapps (games) even in airplane mode since all the data of the page is in the URL (note, depends on how game/webapp is designed if it will work for the ones you may have).