It is always permissible to bring counsel with you when being questioned by a government agent. Remember you have a 5th amendment right not to incriminate yourself and a 6th amendment right to counsel. Retain an experienced federal criminal defense lawyer immediately and discuss the facts with him in an attorney - client privileged meeting.
Yes, it is legal. However, I would very much encourage you to be candid with your probation officer. Asserting the Fifth Amendment in speaking to your probation officer may be a violation of the terms of your probation.
Bring your attorney. I have gone with clients to federal probation meetings for this very reason on occasion. However as a rule I advise my clients never to lie to their probation officer. If revealing a fact is going to be detrimental, consult a lawyer first. If you don't have time, the only correct response is to say "respectfully, I decline to discuss that" or "I would prefer not to answer that at this time." The scrutiny that will invite will probably make you wish you had brought a lawyer with you or at least had one call the probation officer before you went in. Good luck to you. p.s. Just because a probation officer "violates" you does not mean that the government can prove you violated probation. There is often overreach by the USPO because they err on the side of caution and let the judge make the final decision.