Yes, Pregnant vault dwellers can work in rooms. However, they will not help alleviate room incidents and vault attacks such as fires and Radroach Infestations and instead will run out of each affected room. As a result, you need to be careful how many pregnant vault dwellers you station in a room because your other vault dwellers will not be able to stop the incident alone, especially in three-stage rooms. If you assign a pregnant vault dweller to a single resource room, you can get the benefits of rushing a room without having to deal with infestations or fires as long as the room has no connecting rooms. This is a great way to farm XP and stock up on Stimpacks or Radaways. Bear in mind that each time you fail at rushing a room, the dweller will lose happiness; however, a pregnant dweller will start off at 100% Happiness giving you a better chance of rushing the room.