I do it all the time as well. The local Honda dealer has no problem. I bring 4 1/2 quarts of PP 5w-20 and a Honda A01 filter. The dealership uses Mobil 5000 and A02 filters. The dealership charges about $60.00 for Mobil 1 and the A02. Since I find the PP on sale and can get the A01s on on internet at a low price (they are better than the Fram built A02), my savings is pretty significant. A change with my oil and filter including dealer labor is about $39.00. I keep the receipts, just in case.
I work at a dealership that sells, Ford, Nissan, and GM. We have occasional customers that bring their own oil, as long as it is the correct spec oil for the car, no issue at all!