Yo, I just realized something, I think and im like 100% sure on this AFTER doing a bit of research, I think the greek and Roman Gods are the same in the PJ world.....

Hades can change into his Roman counterpart of Pluto. As Pluto, he has a more relaxed demeanor than his Greek aspect that tempers his more disciplined, militaristic, and warlike nature. He also apparently dresses in modern and simple attire with a dark suit, a platinum black tie, and a gray undershirt. Pluto has a more distant relationship with his one daughter Hazel and no descendants at Camp Jupiter near San Francisco. Hades was envisioned by the Greeks as a fearsome and powerful being while the Romans believed that Pluto was less associated with death and more associated with riches. Both associate him with the Underworld.[1]

So im assuming all the Greek gods can do this....Im just speculating is all. (And dont bust my chops for realizing this JUST NOW.)