The published policy allows one adult and any minor guests at HEL priority security:
http://www.finnair.com/int/gb/inform...curity-control
At other airports, you officialy can't, and you definitely can't if the gate is automatic.
On a loosely related note, and for the sake of curiosity, I find it odd that OWE do not have have priority security at some airports, when Finnair elites do.