forums.lenovo.com/t5/…/4377028

Seems to be the way, this thread on the Lenovo forum supports your idea.

There is also a guy on the german mydealz forum, who is running 2 HDDs on one power connector and it seems to work for him (account required to read): mydealz.de/…/lenovo-thinkcentre-m720s-sff-office-…