There should be no problems running the BLE Blinky Client example on the nRF52840 Dongle. Please check out the "Adapt a BLE example (with SoftDevice)" section in our nRF52840 Dongle programming tutorial. To summarize, the only thing you should need to do is to update the Preprocessor Definitions by replacing BOARD_PCA10056 with BOARD_PCA10059 in your project.
