I do it regularly, I could be wrong but I don't see any issues doing so. I do make sure to loosen the out haul to prevent the sail from coming disfigured over time. Another thing I've learned recently from just getting sails repaired is that most people have there batons cut to long, I did. They should just be held in place snuggly by the elastic, not having the elastic stretched all the way out.
I've been rolling my loadpath mainsail with battens in... and also (gulp) on the boom under cover. You must be careful how you roll (in line with battens), but it doesn't break the battens, and it makes it much faster to deploy that way.