I believe that should be possible since the timesheet filters don't by default filter out closed projects. There was a bunch of Enhancements around that. In fact, I think I remember that there is a cancelled ER out there to introduce the option of adding a filter to filter out closed projects. so this should be working.
What you also need is in the project settings to allow users to add tasks to their timesheets for a certain stated amount of time for tasks after they complete if that applies (Time Management), also depending on the overall project settings I believe.