Can a high voltage transformer be megged with a megger meter?

No. A megger's output voltage is not high enough to test the insulation of a high-voltage transformer if, by 'high-voltage transformer ', you mean a distribution transformer or power transformer. Instead, a high-voltage test set or 'pressure tester' (e.g. a 'HiPot' tester) must be used, as these produce far higher voltages.