Yes, if you want to do it that way. Just tell your server what you want to do. I don't know if they will prepare a smaller (appetizer) portion or just give you the full-size serving (in which case you'll eat as much as you want, anyway). There's much more flexibility than in the MDRs since they are cooking to order.
In practice, I always have an appetizer first. My typical Palo dinner includes the antipasti plate that starts the meal, an appetizer, a pasta course, my main course (always rack of lamb so far), and dessert (always the souffle so far). A nice leisurely five courses. Although you might think of the pasta (la pasta), seafood (il pesce), and meat (la carne) sections of the Palo menu as the various entree choices, I think of them as different courses of a typical multi-course Italian dinner, as might be found at an upscale restaurant in Italy. I usually do a seafood choice as either an appetizer (the ciuppin soup) or as part of the pasta course, so have not yet found a need to order something from the il pesce portion of the menu (but never say never, I'm tempted by the scallops), but eating in a fine Italian restaurant and not having a pasta course seems like a wasted opportunity to me.
If you look at the Palo menu, you will see that the wine pairing (an extra $59) actually has six courses plus the antipasti, so a total of seven. I prefer to build my own and order wine by the glass to accopany my choices. Since I try to limit myself to about 12 to 16 ounces of wine at dinner (about one-half to two-thirds of a bottle), I usually only want one glass of white wine with the appetizer and pasta and one or two glasses of red wine with the lamb, so the wine pairing menu is lost on me in that respect.
In any case, I think going to Palo and just ordering appetizer, main course, and dessert fails to take full advantage of the dining opportunity. YMMV.