Yes, you can. Did this some years ago on a friend's DX7 Mk.I with original firmware - put in his name instead of the Yamaha splash screen ;-)
Please see attached pic - the green surrounded area(s) you can use to fill in an own 'message'. All characters you 'don't use' please fill up with a 'Space' (in hex: 20). You're only allowed to use those specific 32 'places' for your message! If you 'move' any of the other code the DX may not? or not properly work anymore!
Michael Whocares