Transferring can be done. But, there's no doubt when this is done, if you transfer 2500 shares for example into your TFSA, then you'll have to match that transfer (which is basically a sell) to a 2500 share purchase, or to an average purchase price, and calculate & claim your capital gains. You'll for sure have to pay capital gains on that share amount.

If this is not being done by some, then It will be at sometime in the future.