Sure.
You can write Velocity templates for integration responses.
Normally they are JSON because that's what all the AWS services return and API-Gateway just passes them along.
But you could write something like this:
#set($pets = $input.path('$'))
<html lang="en">
<head>
<meta charset="utf-8">
<title>Pets</title>
</head>
<body>
<table>
<th>ID</th>
<th>Type</th>
<th>Price</th>
#foreach($pet in $pets)
<tr>
<td>$pet.id</td>
<td>$pet.type</td>
<td>$pet.price</td>
</tr>
#end
</table>
</body>
</html>