Yes it has been done westbound. Many times. And even in a PFA Permit aircraft last year, the two pilots visiting Oshkosh. They returned reverse route.
The sensible route is across the NAT (North Atlantic) from Wick/Stornaway to Rekyavik/Keflavik, on to Narsarsuaq, Goose Bay and onwards to the Canada/US border. Each leg is, for the sake of argument, 700 nautical miles. Diversions are few. Winds are generally less favourable in a Westerly direction.
You will not get insurance if you have not flown the NAT before, but you require insurance at this end, the middle, and the other end. Catch 22.
You can fly VFR in the NAT but will have to remain below FL50 as everything at or above is Class A. Your mandated radio calls will have to be relayed through overhead commercial traffic. No problem. They do it willingly.
You would not consider doing it between November and March unless you are a) tired of life, b) a compulsive gambler, or, c) have an attention defecit syndrome problem .
There is a guy who flew Eastbound via the Azores - in a Cessna 150!! Story is on the web.