Yes, you can grow them, but it's too much babying for me. Full sun perennials are easiest in my gardens.
For instance, the columbines. I most likely won't see them again. I have tried many times, but even my shadier beds get too hot for them.
Those USDA Zone maps only tell part of the climate story. They need to really work on them. Low temps need to be combined with high temps to complete the climactic "picture" of an area.