Possible - but quite difficult. ;-)

It will not work with the KinematicRagdollSample because kinematic means that forces and constraints are not applied. Rotation limits and non-penetration of bodies are solved by the physics simulation using Constraints (which apply constraint forces/impulses). Therefore you would need a dynamic ragdoll.

If you use IK solvers, you have to take care of the limits yourself. That means you have to compare bone rotations, check if the relative bone rotation is valid and if it is invalid, rotate the bone to a valid rotation. We don't have built-in classes that do this. There are only some IK solvers where you can specify a LimitBoneTransforms callback method where you can do manual limit corrections.

You could also use a dynamic ragdoll. Ragdolls have limits and the physics simulation will make sure that the limits are not violated and that the bodies do not go through each other. To move a ragdoll you need to apply forces or constraints. This is shown in the RagdollMarionetteSample which is part of the KinectAnimationSample project (available on our blog).
Getting a ragdoll to follow the desired motion and keeping it stable at the same time can be very difficult.

It is important to note that IK solvers and ragdolls are not integrated with each other. Usually you use IK solvers or ragdolls - but not both at the same time.