Oh, yes. First I let the pond dry down a little - not enough to kill the fishes and pre-existing water lilies, just enough so that I could see the bottom.
Of course, the minute I started digging, the visibility was gone.
Dug a hole a little bigger than the post, through the mulm, which moves, and into the hard gumbo clay below. Then down another six inches or so - the depth of the shovel. The clay came up in lumps.
Floated the posts over, tucked the bottom into the hole, and wedged the clay lumps around it to keep it there. Then put cinderblock on top of the post to keep it in place.
It was a back breaking chore - but the results were good.
DEFINATELY set up a mock bridge - here's a photo of the in between step of making the bridge. I changed the location of the bridge twice before actually setting the posts.
You don't want to do it twice.
I didn't use any concrete.