We order off menu from time to time. We ask the Maitre D' at breakfast or lunch for what we'd like for dinner and he's more than happy. (In a way it helps them as they know precisely who's having what in advance). I think this really only happens in the Grills.
We've not been so 'brash' as to challenge the rumour that you can order anything at all - like the person who ordered grilled rattle snake (and they served him grilled eel without him knowing!!!).