yes, you can Lang Lang actually did give master classes in Sydney when he was visiting Australia. Validmir Askennazy does it too. You can easily find it on the Youtube. Not only that, if I were you, just go to the local conservatories and find out mor einfrom about the master class. Normally its 200$ (in Sydney) for 3 sessions. In somecases, its 4. Piece of cake I hope this helps..
I would love to have lessons with Stephen Hough.
A famous concert pianist usually only has time to teach very few students. The best place to ask them for lessons (or be offered) is at a master class as this is within a teaching environment. If you want to have a single lesson this might certainly be possible but as for regular lesson you would generally have to be offered that by the pianist themselves. You could also always approach the pianist at their workplace (in person/emails) if they hold teaching positions.
Is there a particular reason why you wish to have lessons with a famous pianist?