There is, specifically, an episode of the anime in which Kon saves a little girl from her dead dog that's become a Hollow. Dunno if you want to take that as canon, but it's pretty close and actually in the storyline.
Edit: You know, I was just thinking. If the walls of Sereitei prevent you from standing on air, shouldn't they prevent shunpo also? Aren't those performed in the same exact method? Or did they clarify that in canon and I just forgot?