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Well, yes you can, but you have to py a £5 extra fee per bottle but if you buy a few they don't always charge you that per bottle.
We went on OV1 March 07 and bought two bottles of rum in Tortola. These were not taken off us on our return to the ship but,I believe,we were just lucky.
Wine beers and soft drinks are allowed back on board and spirits if you are lucky they don't always check and very handy as you get a fride in your room.
OV always charge if they know you have wine, beer or spirits to bring back on board. Your bags are checked on return at the top of the gangplank and scanned. If you are lucky you can get away with it but most people surrender their duty free and then collect it when they leave the ship - not much use if you want a drink!!