Yes, but the volume keys never work initially with ANY audio code, reason is the volume keys won't work at all without a tv code programmed to the tv device, once there is a tv code its volume is now in the way but that can be remedied.
So with tv code in, and denon code that partially works your receiver programmed to either AV1 or AV2 device, to get the volume in single device:
1. av1 or av2
2. press and hold MUTE & SELECT, wait for two blinks, release
3. enter 9 9 3
4. press VOL DOWN
If you want the Denon volume in ALL device do the following instead:
1. av1 or av2
2. press and hold MUTE & SELECT, wait for two blinks, release
3. enter 9 9 3
4. press SELECT