One thing that the newest FCEUX still lacks (last time I checked, which I think was in the last few weeks) is the ability to place comments and label names in amongst the disassembly of your ROM with namelist files. It seems to be partially implemented but I haven't yet seen it work as well as in FCEUXDSP 1.07.
At one point I really desired the ability to see all my labels and comments from my source code in the disassembly window in FCEUXDSP 1.07. I wrote a namelist file generator called
nlgen, for CA65 programs to do just this. It's really great to be able to step through my program complete with comments, it has saved me a lot of time. So yes, you can.