No, this is not possible. As noted elsewhere in the DFT community, the U correction is meant to correct the self-interaction error, which is also the purpose of adding Hartree-Fock exchange with HSE06. So I don't think combining the two is a sensible approach, but technically I suppose it could be done, if it really is proven to be a good idea.
In the upcoming V-version it will be easier to combine +U with at least MGGA functionals like SCAN and r2SCAN
