Yes there is and it is quite simple. I have given you a step by step guide below.
I would only recommend doing this once the rest of your roof is set and wont be getting changed. If you were to para-metrically adjust the roof you will have to redraw your skylight again.
1. Place your skylight (component) into the correct position that you want to cut a surface. (you can go to 3dlibrary.rubysketch.com for real branded BIM skylights).
It should look similar to the image below.
2. Now rotate your window to the same pitch of your roof. See image below
3. We will now edit the roof so that we can see through the roof. Keep clicking on the roof until the roof becomes completely covered in blue dots, like shown below.
4. Use the line tool and trace around the skylight so that you can achieve your cut. See below.
5. Go out of the component and select your skylight. Once selected right click-hide. This will hide your skylight so that you can now focus on the cut.'
6. Grab the push/pull tool and go into the skillion roof component. Once in select your created face and push the face down to the bottom of the skillion. This will create an opening like shown below.
7. Go outside of the component. Once done go to 'Edit' - 'Unhide' - 'Last' and this will bring your skylight back and look correctly.
There are many ways to do this but this is one of the fastest and easiest ways.