Why not ? but vaporizing the drone in a hail of uranium depleted bullets, won't help finding who built and piloted it...
Using machine guns to bring down drones is fine when the fired rounds will drop into enemy territory, but having 30mm depleted uranium round falling out of the sky onto the heads of your own citizens will tend to raise a bit of ire.
When used over allied territory, you've got to use weapons what won't cause too much collateral damage. Directed energy weapons or projectiles that will break apart into harmless tiny little bits. Fuzed rounds that blow apart into birdshot, or are made of tightly wrapped steel foil, or blow up into a big net... those wouldn't cause too much damage on the way down.