Yes you may. I tend to use the same finger all day, then move along to the next finger the following day, thus giving fingers a bit of a rest between the use of them. Also pierce the side of the tip of the finger. It hurts less.
But it's possibly worth avoiding your thumbs and fore-fingers as these are the ones that do the most delicate work, in case of any soreness or numbness issues, but this is just my personal opinion and choice.