Yes, there were Nazis who refused to carry out the genocidal policies of the Third Reich. While I don't know of an examples off the top of my head pertaining to the concentration and extermination camps, I do know of some from the mobile killing squads.

To give some context, when the Third Reich invaded the Soviet Union on 22 June 1941, mobile killing squads, known as the Einsatzgruppen (though other groups did partake as well), fanned out across the Eastern Front and followed behind the German army pushing into the USSR. They went from town to town and rounded up all the Jews that they could find. They marched them out into the forest and then shot them into mass graves.

Here is the testimony of a few soldiers who refused to massacre innocent victims.

A member of Third Squadron Mounted Police, section III on executions of Jews in Hrubieszow:

I believe it was in autumn 1942... that our sarge, Meister Kozar, ordered a group from the platoon... to execute a group of Jews that had been brought in in one or two lorries... As I was absolutely opposed to this action, I went and stood behind the lorry in which the Jews had been brought. I did not think I had to take part in the shooting. However, Meister Kozar found me standing there and ordered me to take part in the execution as had been previously planned. I refused, because I had no desire to shoot defenseless people. I had no wish to become a murderer. I said this to Kozar and he did no press me further to carry out this order...^(1)

​

A member of Third Police Battalion 307 on an execution in Brest-Litovsk:

I too was to have been detailed to an execution squad... I was very disturbed by the sight of the execution areas. I therefore refused to take part in the execution. Nothing happened to me as a result of my refusal. No disciplinary measures were taken; there were no court-martial proceedings against me because of this.^(1)

​

An SS-Hauptscharfuhrer and Kriminalangestellter (Gorlice branch of Jaslo Grenzpolizeikommissariat):

...After the execution of Jews had already begun... I was ordered by someone to report to Raschwitz... He ordered me to go to the graves and to shoot Jews there with my pistol. I, however, refused to comply with this order. I gave no reason but just said that I would not do it. Raschwitz then hurled some abuse at me... Apart from that Raschwitz did not do anything else. At any rate I was not taken to any further shootings and was left in peace.^(1)

Sources:

^(1)"The Good Old Days: The Holocaust as Seen by Its Perpetrators and Bystanders." p. 76-77, 80