Yes, there is no conflict or problem in adding Dorje Shugden’s practice to what you are already doing. You can also put images of him on your altar alongside images / statues of other deities and / or Buddhas. However, if you already have a Lama and have already been advised to do certain prayers, you should maintain what you have already been taught.

If you wish to do Dorje Shugden’s practice (or any other practice for that matter) on top of what you have already been advised, do seek the advice of your Lama as he will know what practices would be most suitable and beneficial for you.