Shouldn't have to, but I do it all the time. I kept ordering "Thai Hot" and it just wasn't doing the trick. I brought some powdered Moruga with me, and when the Thai folks tried it, hilarity ensued.
Which one we talking? Vindaloo is a nice hot but sometimes I want more. Phaals are pretty hit or miss flavourwise. My favourite tends to be a korma with a heaped tablespoon of Ghost powder to give that deep red flavour as well as heat.