Depends on which machine you have. If you've got a Bernina with a strong DC motor and a chain drive, yes, you can.
But, those with the plastic drop-in bobbin don't do so well with lots of layers. I've seen the needle go right through those plastic bobbins, so many times. And if you've got an inexpensive machine, the metal is cheap, and won't hold the needle bar timing setting.
So, how it could damage the machine? It could throw off the timing, or put a burr on the hook.
Gook Luck with your project.