I doubt it. The Olympians are quite protective of the herds.

[ Sorry to be the bearer of bad news... Except not that sorry, because Cain's still got his face smushed against the pegasus's neck with no sign that he's going to be moving anytime soon. In fact, if anything, it looks kind of like Cain's going to just... stand there and maybe doze off... This is an awfully fluffy soft pegasus. ]

They're very well trained, though, since they're used even as royal mounts.