You can. If you install ES File Manager, when you browse to an APK and launch it, at that point you give ES File Manager that permission. It seems like the unknown sources permission is now for an app, not system wide.
Still a newbie at all this stuff
My LIT box did a update all by its self all I had to do was redo all my log in details and now Netflix working like a charm have as yet to try all my apps as found on my TV Fire Stick(H96Pro Amlogig S912) connected to main TV, I subscribe to "Troypoint" and many posting of App upgrades are presented in its forum and so far it has been a great help to me, so next test is to see if I can get all my Apps that are on my Fire Stick to work on my LIT box
Just to mention I am on a 10Mb line from Telkom and so fare holding thumbs the line has been good for the last year(no fiber in my area yet)