No, you're not supposed to use custom aef files. I tried a lab experiment last year by uploading my own scripts but it didn't end up working. Something behind-the-scenes did not allow the custom files to bu used. I've worked around it using different trunking and external vxml services to get the result I needed. Seems like a weakness that devs have to work around.
Let us know if you end up finding a solution that works for you.