Unfortunately, no. Neither heroes nor enemies can be captured and brought back from the depths of the Dark Maze.
You can, however, bring back all the Shiny Bits you come across to exchange for goods at the Maze Shop. You can also bring back Hero Pieces needed for crafting with the Tinker, which unlocks after completing Aldas.
Did that Fire Unicorn in the maze catch your eye? Maze monsters could soon show up as Rare Summons, so stay tuned for updates!