Is it permissible to supplicate in any prostration of the prayer, or is it limited to the last prostration?

Supplication (du'a') is permissible in all prostrations, whether inside or outside of prayer, and without differentiating between its beginning or end. The Prophet, peace and blessings be upon him, said: "The closest a servant is to his Lord is when he is prostrating, so increase in supplication." And he said: "As for prostration, strive in supplication therein, for it is most likely that your supplication will be answered."