They do on Windows, you need to use the AVI container as HuffyUV isn't available as a quicktime codec, afaik.
I used huffyUV for a while, but have switched to magicYUV which has a better range of colour space support (including 10-bit in beta). UTVideo is another good option and is available for mac.
With the Premiere - After Effects - Media Encoder workflow I find that exporting to a flattened movie only happens when I am making the final master, I use Dynamic Link for the intermediate transfers from say AE to Premiere. As well as saving disk space it's faster and easier because you can make changes and have them update on the fly.
So for final masters these lossless codecs are great, with the one caveat–they may not be supported in the long term. Mostly they are developed by small teams or even a single person, so if they get a full-time job or have twins the project might tank. If you're making masters that need to be available for the long term – as in decades, then FFV1 is a good option, though for everyday use as an intermediate codec it's a bit slow.