Is it physically possible to mount a manual EF-M lens to a Canon DSLR without an adapter?

No. They are physically different frames, with different dimensions, shapes and sizes. EF-S lens on the left; EF-M lens on the right.

EF-S and EF-M lenses mount side by side; Image from Wikimedia commons

If the lens fits the EF-M mount, it will not fit the EF-S without some form of physical link adaptation. But even if there was such an adapter, it would never reach full focus range to infinity with one, because the depth of the mounts is also different.

The EF / EF-S mount is 44mm deep; EF-M is 18mm. Therefore, any EF-M lens would be sitting 26mm further from the sensor than it is designed to sit on. This would be like using a macro extension tube and would restrict the ability of the lens to focus on the far end. And that distance is probably too big to make up for with a teleconverter element on any adapter.

See also: Can I use X-brand lenses on Y-brand interchangeable lens cameras?