Can I migrate 2 tables (with one table foreign key referencing the other) to in-memory OLTP
Seems like I need to do this to both tables at the same time 


Correct.  If you try to recreate the FK after migrating one table you will get:

Msg 10778, Level 16, State 0, Line 20
Foreign key relationships between memory optimized tables and non-memory optimized tables are not supported.



  is this possible without recreating both tables from scratch?


Migrating to in-memory tables always requires recreating the tables from scratch.  SSMS will rename your old tables, create the new in-memory tables, load them from your old tables, and drop your old tables.