I had read that they can in a review. The balconies are full length basically, with rubber seals on either side. I was sitting out one day on the Sea Princess trying to see how to do it, but like I said, I read in a review that it's possible.
Perhaps someone can give an even more definitive yes.
YES, YES, YES the doors between the balconies can be unlocked by your room steward. Just got off the Grand, we had five cabins in a row, and we all unlocked them and just traveled at will between them. Did find that at night some of the doors banged around. Simple solution, just wedged a towel in them and all was quite. Enjoy your cruise!