I've done it, and since moving over to use cornies I've continued doing it it in those ... I currently have a Rye IPA in a corny with a muslin bag full of Citra, Simcoe and Centennial in with it that I'm enjoying ... personally, I've always put the hops in a (boiled, to sterilise) muslin bag, just to keep them away from tap mechanisms and such, and never worried about weighing the bag down ... but various other methods and pros and cons have been discussed on here before (e.g. there (link)).