Shaykh Ibn Baz (rahimahullah) said, “It is permissible to mention dua for yourself in the prayer whilst prostrating and just before the Taslim.”
[Taken from the lessons on “Conditions, Pillars and Obligation of Salah – Shaykh ul Islaam Muhammad bin Abdil Wahhab رحمه الله Explanation by Shaykh Abdul Muhsin al abbaad حفظه الله Taught by: Abdulilah Lahmami]