Allen,
I'm sure that you could employ some data step code between use of PROC MI to generate complete data realizations and PROC MIANALYZE to produce a summary statistic from the multiple imputations. That said, every operation performed between the imputation step and the summarization employing MIANALYZE must be carefully evaluated to ensure that standard errors of the parameter estimates are properly constructed along with the parameters. The MIANALYZE procedure will be worthless if you cannot provide not only point estimates but also standard errors of the point estimates. Note, too, that if you need to construct a statistic which depends on multiple parameters (or depends on multiple columns in a single imputation data set), you need to construct and operate on a full parameter covariance matrix.
Are you prepared to construct standard errors or full parameter covariance matrix with your data step code? If so, then there would be nothing to inhibit you from using data step code between the MI procedure and the MIANALYZE procedure. If you are not prepared to construct correct parameter variances, then your data step manipulations are doomed to failure.