Nope, not tried that. Depending on thickness and "hardness" I GUESS it would be best sandwiched between a couple of sheets of dense (not corrugated) cardboard. But never tried myself.
In answer to a previous post I did say that I have cut thin-ish cork (perhaps 10 mm) before. "Crumbly" cheapo table mats, sheet (better quality) cork, and wine bottle corks (unused, "cork cork", not plastic).
In all cases, it went "OK" (I think I used about a No. 5 skip tooth blade), but quite honestly I don't think the cuts were any better than would have been achieved with a very sharp modeller's scalpel.
AES