No, only the complete safety device can be conformity assessed, and only one CE marking shall be affixed. The CE marking shall be on the holder which is less likely to be replaced.
The declaration of conformity and instructions for use shall describe in an appropriate manner the components of the bursting disc safety device, and instructions for use shall identify which safety discs can be used on a specific holder.
Reason:
Bursting disc safety devices are usually supplied as a set containing one holder and several spare discs. While both are components of a safety device and therefore should not be CE marked until assembled, for practical purposes the holder carries CE marking.
See also PED Guideline A-22.