A while ago I published a dataset in 4TUResearchData and now I would like to mention the article that belongs to the dataset. Is that possible?

Yes, that’s possible and you can do this yourself (for more info see this). You can also reserve a data-DOI in the upload form of the repository. Do not publish your dataset yet. You can use this data-DOI in your manuscript. The data-DOI will be activated once you publish the dataset online. If at that point you have the DOI of your article, you can include this in the metadata section of the submission. This will complete the circle: the article-DOI is referenced in the metadata of the dataset, the data-ROI is referenced in the article.