Earlier quoted context omitted.
You may not be able to to them, but you can certainly issue redirects to them, and to a URL that issues such a redirect. You can also to a URL that issues a redirect to a location given by a GET parameter, eliminating the need to stand up a site for every different idea you come up with.
That used to be possible [1], but it looks like redirection to a data url is blocked on current versions of Chrome and Firefox. [1] http://indirection.modusponens.org/data:text/html,Hello,%20w... !
Http Redirection to data: urls has been blocked in chrome for at least half a decade. There's really no reason to allow that, a server can just as easily return the data as the response body.