I have not tried what you're interested in, but my educated guess is that it can be done. Here are some issues to keep in mind.
I assume HP's approach here was to make archival text that bled less than dyes would on plain paper, while at the same time making color glossy photos that did not have the pigment ink artifacts like gloss differential and bronzing.
The pigment inks must have the cleaners needed for a thermal printer. That is, don't use Epson color pigments. Use color pigments that are specifically made for thermal heads (HP and Canon).
Many, myself included, have use pigments in printers made for dyes. The Epson 1430 series is the most common example of this.
There used to be significant pH differences, but I believe that is mostly history now.
The Material Safety Data Sheets (MSDS) that are usually posted by the manufacturers can tell you a lot about the inks, particularly when you google the names of the chemicals.
Good luck.
Paul
www.PaulRoark.com