I'm running on a DFS channel (US regulatory) quite successfully, having very few interruptions due to radar detection (about once a week). When that happens, RouterOS randomly (?) selects a non-DFS channel and stays there for some time.

I'm thinking about a custom list of DFS channels only and few non-DFS fallback channels that I know to work well enough in my environment (better than RouterOS's auto choice). However, once I add a non-DFS channel to the list it seems that RouterOS prefers it over DFS and doesn't seem to consider the latter at all.

Is the setup I described above possible?

Well it seems ok to me that it actually prefers non DFS channels...
Also i don't think you can prioritize manually any frequency from another... e.g. give it a higher priority..

However, you could try creating lets say 2 scan lists, one named DFS and the other non-DFS... On the wireless tab first add the DFS list, and as second list add the non-DFS one...
Does it make any difference ?

I see the same behavior: non-DFS channels are preferred even though they are in the last list.