Yes, for every problem with the police, you can insist to do it at the station. (except some pretty much impossible situations where any delay brings harm to people etc., but at the same time checking your ID is more important than helping them ... this won't happen to you)
But I wouldn't choose this as first option automatically.
Normally trivial things like showing your ID might extend to several hours (with a bit of bad luck).
Getting a car to get you to the next station, waiting there if something is more important, doing the full course of bureaucracy, (maybe) getting an additional questioning and a call to your hotel etc.etc. (depending on the mood), paying a fee for the additional effort (it's not because they don't like this behaviour, they have to collect it for certain things), and being released in front of the station again instead where they met you first...
If you insist on the station, make sure they know that you have everything necessary but don't trust them, instead of being here illegally.
Easier would be to ask for their ID first. They are obliged (too) to show it on request, and to show it long enough that you can read it carefully. Scammers usually show you something not withstanding closer inspection, so they don't want you to look carefully, So even if you don't understand German, look at it. If looks like eg. a drivers license (which has the english words "drivers license" on it too), it's clearly wrong. ... I didn't find a good image of the real thing, this has to do. On the backside, there is more information like the name etc.
Additionally, if they are uniformed but without weapon clearly visible on the belt, it's a fake (happens often enough to mention it).
If they refuse to show their ID and/or to take you to a station (real refusing, not just a "is this really necessary" - thing first), call 133 and get some more authentic ones.
If they show some authentic looking ID but you still have major doubts for some reason, call too and tell them the number of the ID (together with location and what they're doing) to check it.
But, the most important thing: Don't worry.
It's not like there are thousands of such scammers waiting for clueless tourists. And real, non-uniformed policemen checking IDs is not as common as some media are telling.