Can I combine a Mystery/Meltan box with an incense?

No, this is not possible.

If you have an active incense, and open up a Mystery Box, the animation is working correctly so you might think it worked, but what is actually happening is that you consume another incense. This means that your incense duration is another hour longer, one incense is removed from your inventory, and not more spawns per minute.

If you have an active Mystery Box, you get an error message when trying to apply a lure. This is probably because you do not have another Mystery Box in your inventory.

No matter the order, it does not yield you more spawns per minute, so you have to be happy with the current number of spawns per minute.