The general consensus is unclear on this, but it is generally inadvisable. It is a quirk of law as to why.
You are not allowed to hold two categories of visa at the same time. Which means your status as a visitor is superceded by the spouse visa when it is issued and your visitor visa is then 'invalid'. The spouse visa is issued as a vignette sticker in the actual passport valid for entry for 30 days. It is not activated until you enter the UK with this sticker.
Do you see the problem? You are effectively in the UK without status once the spouse visa is issued...
Have people done it before and not had issues? Sure, I am sure they are. And they are generally the types who like to flout the law and think the rules don't apply to them. Don't be one of those people... (is my advise).