Is it possible to make a slideshow with feautered images of latest posts?
The sliders in some themes and plugins support this feautere. For example, in SlideDeck 2 this can be done. It is called "post content slider".
I looked for it and unfortunately I found no feature that will show the latest posts' featured image on a slideshow. Yes, like you said, you can use a plugin for this. :)
An idea is to create a specific page and when you create a post with featured image, just add the same image on that specific page and link the image manually to the post. This is a little bit inconvenient but I'm sure it will give you the same output.
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