Yes, you can. I assume you are using a Windows PC and R2016b.
To change the style of the scope block permanently:
-Go to this folder in your computer: C:\Program Files\MATLAB\R2016b\toolbox\simulink\blocks\library
-Open the library file named 'simulink' and double click 'Sinks'.
-Unlock the library and modify the scope block to have the style that you want.
- Save that library and lock it again.
After that, all scopes that you use in Simulink will have the customized style. I hope this helps!