Pray your heart out. No rule against it. We are all members of the communion of saints.
In heaven we have the church triumphant.
In purgatory we have the church suffering.
On earth we have the church militant.
You can ask prayers from anyone in these 3 places.
Be sure to pray for deceased people as well as asking their prayers except if their saints. When the church canonises someone it means they are already in heaven. So dont pray for, but to those ones.