Sure you can.
But if the intermediate pressure of the 1st/2nd stage causes the octo to leak, you should take it in and have the octo tuned to match. Same goes for the 2nd if you bought them separately.
Just remember, if you assemble it and cross thread a fitting, you will be paying for repairs. Nothing hard to avoid, but nonetheless....
Also, I always let the shop put in prescription lenses into the mask. I know I can, because I did it while I managed a shop. But if they break the frame they fix it. And they're a Pain in the Royal A** to get in sometimes. I always felt if someone bought lenses through the shop that the installation headache should be ours anyway.
Have fun.