Grabbing the first image attached to a post and use it with the admin columns

Yes it is possible. I believe it is better if you put it in a conditional statement

1. Check for featured image easy;
2. Check for attached file with an image mime type using this and this;
3. Check for any <img> tag in the post content (detail);
4. If there is no image at all, then use a default image

Hope this help