I have a DKMG set up with 9s.

If you change gauge you will need to re-set the intonation by moving the saddle back / forward on the trem plate.

You will also need to readjust the hight of the bridge as heavier gauges will pull the bridge forward out of the body housing. This is fixed by tightening the springs at the back however getting it just so can be a time consuming and frustrating process.

SO yes you can change gauges however Id get someone who knows how to set up a FR equipped guitar to help you out the first time. If you are already happy setting up a Fr trem, go for it !!