It's absolutely possible... the trouble is that each main character has somewhere between 550 and 650 sprites, most of them unique, and that's a lot to ask of an artist. We held a survey a while back about which character people would most like to see added to the game, but no action has been taken on it.

On the other hand, if you have an existing set of sprites you'd like to use, e.g. from some other game, you can use this angelscript to get them into JJ2. This is the basis for Play as Mario!, so you can see that it works.