Aye. All worship is permitted in Westeros, not just in the North.

[ not all worship the old gods, and robb knows there are many who keep to the seven, had heard theon speak of the drowned god. even aboard the tranquility, he'd spoken to many who worshiped differently. the idea that it wouldn't be permitted gives robb pause, watching corvo for a moment but ultimately letting it pass. ]

I should appreciate such lessons. It would make a poor song, the King in the North, defeated while taking a swim.