If you board at an unstaffed station, then yes you can buy on board the train. However, if you board at a staffed station then theoretically you have to buy before boarding. All staffed stations in the country can issue a West Yorkshire Day rover, indeed when I bought one on Wednesday from Doncaster it was actually issued on the special West Yorkshire ticket stock.
However, the staff at Leeds are unable to issue a South Yorkshire Daytripper. I don't know whether this is because it isn't actually possible, or because they don't know how to do it. In these circumstances, when I have boarded before the boundary station guards have been willing to issue the South Yorkshire ticket in all cases, even when I have boarded at a staffed station.
One other thing, while we are on the subject, a couple of months ago, I bought a West Yorks family day rover from an out of boundary TPE station, and it simply said 'Family Dayrover as the destination/rover name, which I subsequently commented to TPE about due to issues arrising with the ticket being ambiguous as to its validity to bus drivers. However, the ticket I recently purchased at Doncasterdad printed "West Yorkshire Family Dayrover". Would this now be printed on tickets purchased at TPE stationa?