Hi,
I confirm you can. I have made it numerous times already. I'll work on a Ecosystem sample to demonstrate this, bump me mid next week if I haven't published it yet.
As Lane said, The error here shows clearly that it's an issue with what Unity allows or not within a prefab. So you are I think trying to modify the prefab sitting in the project, not the instance you created at runtime based on this prefab.
Bye,
Jean