It really depends on the regulations of the program you end up in.
First, a professor (typically your supervisor but sometimes your academic advisor, or both) usually has to sign off on the courses you take. After all, you are being paid/funded to complete your degree so they want to make sure you are spending your time on things that lead you to this goal. So be prepared to justify why these courses are necessary.
Second, it will depend on whether or not you want these courses to count towards your graduate school requirements or not. Many programs have a limit on how many credits you can take that are not graduate level (sometimes that limit is 0 credits). In my field, there are often a lot of courses that are cross-listed as 4th year undergrad or 1st year graduate course, so you can often take them under the "graduate course" listing and everything is fine. If you exceed the limit on undergrad credits towards your degree, then maybe you can still take courses but they won't count towards your course requirements. However, as I mentioned in point #1 above, sometimes your supervisor/advisor will not want you to take courses that won't advance you in your degree unless you have a strong reason.
Finally, you can consider self-teaching some of these materials too. Maybe you can get what you need out of the courses without actually doing the courses, homework, finals etc.