I just tested using the following code and can confirm that adding a child element works:

~~~
final PanelHeader panelHeader = new PanelHeader();
final PanelBody panelBody = new PanelBody();

final Panel resultPanel = new Panel();
resultPanel.add(panelHeader);
resultPanel.add(panelBody);

final InlineLabel label = new InlineLabel();
panelHeader.add(label);

label.setText("Panel Title");
~~~

![screenshot](https://cloud.githubusercontent.com/assets/195367/2542821/c86d9238-b5eb-11e3-8aa2-3f8be7accbff.png)