Yes. you can as a matter of fact you can customize zhu zhu pets. Mainly by using non-toxic spray paints or sharpies. I have recently customized my chunk and my nutty the squirrel.
You must play the game for either 6 or 9 hours(I can't remember which, sorry) To get Jilly, if that's the one you're missing. I hope I answered your question!-Supernova888