Yes, I did something very similar in therapy and found it very helpful. This was when we were doing ego state therapy. But T wasn't part of the scene. He had me do it alone--I, the adult, comforted the child. I found it very useful. We did quite a bit of work with ego states (all younger versions of myself) early in therapy. T had more of a bystander role and gave me some direction. Also, he would stay involved for example by asking me what the girl said or felt when I picked her up, and I would relay that to him so he knew what was going on.

I really like how your T asked if it was OK if he came into the room.