I've done it for a number of years. The koi will learn to leave the thorns alone...just be sure there is enough room to feed them where they don't have to go after food among the thorny pads. Koi are rambunctious feeders and could get pricked if they go flopping in the pads. Then they get skittish.
The biggest danger is if a koi jumps up onto a pad. The raised lip makes it difficult to get back into the water. I have a friend who lost a large koi because of this. I did lose a small goldfish like this last year, but that was a first for me.
Over all, they are compatible.