There isn't much know about the attendants but it's mostly suggested that they are created from the rooms themselves and by extension the protagonist. So the short answer would be no as they in nature are similar to shadows already.

However and considering Morgana and Teddie's nature, even Aegis, it could be argued that as long as they have an ego, they will also have a shadow of their own, but it's up in the air how they interact

Kaz, you ignored the first rule of Persona... Don't think too much about Teddie. It will only lead to madness... Though on a more serious note the other two are easily explainable. Aigis had dues ex machina plume of dusk and Morgana is...well...a thing that is neither a shadow or a velvet attendant. Honestly, Moragana still confuses me as to what they actually are but due to the vagueness of that I'm gonna say it's a bit inconclusive with them.