This has been possible ever since we integrated the CodeMirror Find & Replace functionality into CodePen, but it's a bit hidden, so it's worth explaining specifically. If you start any "Find" with a "/", that will be a RegEx. So for example, Command/Control + F brings up "Find":
There is also Find and Replace functionality built in, which also takes the RegEx format. Here's a very slightly more complex example where we're matching strings that are a bit template-like.
There are loads of online RegEx testing tools to practice your RegEx's, if that's easier than trying on your real code. Like RegExr.