>> Am I right in thinking that this is no longer an option when using a PCL6 driver?
Yes
PCL5 is a relatively unstructured language, and (valid) escape sequences can usually be inserted into a print stream (provided that they are not inserted into the middle of another sequence).
Each PCL5 sequence can be recognised, and processed separately, as a stand-alone entity (although the order of sequences is sometimes relevant).
PCL6 (a.k.a. PCL XL) is a highly structured language, which uses a binary post-fix notation, how a particular byte is interpreted depends upon what has preceded it (and in some cases on what follows it).
For example, the character 'D' (0x44) may represent the EndPage operator, or the EllipseDimension attribute, or a binary count or length value, or the letter 'D', depending on the context .
So the ability to insert something in the correct place would depend on the driver providing an appropriate 'hook' point; in most cases, the language demands NOT that you insert something, but that you modify the Attribute List which precedes the appropriate Operator; this is only likely to work if the driver provides the required feature.
In this respect, the PCL XL language is no different than some other complex Page Description Languages; for example, how easy is it to insert control sequences into a PDF stream?