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Only time I ever did it was in demo derby cars. It was a dirty cheap way to have pos. Even in the mud of the ring, I'd still break a axle every now and then.
Other than that, there's no way I'd do it to a vehicle I wasn't fixing to crash.
I know the M1008 has some sort of locking diff. I'm not sure about the 09.
To answer your question, yes you can weld it up. You won't like it on pavement, it will eat tires like crazy, and you may break axles.