Hi,
Although I have never done that, apparently it is allowed to hook a blanket into the top of a pen.
I would never encourage this though and would instead try to give a new shower confidence in it's surroundings. I feel that giving a cat the option to hide from the start might make him or her reluctant to want to come out to be handled.
Having said all that I know there are many cats that have spent long show careers 'hiding' with no adverse effects but for such a bold cat as the Bengal I personally feel that they should not feel that they want to do this.
If you haven't already, I would get the kitten used to a pen well before a show and encourage play within the pen and carry this forward when you get to a show so that your kitten feels comfortable.
Hope this helps!
Best wishes,
Annieco
www.bengalcat.me.uk