Can I trigger LeBlanc's legend and play a Reflection at that battlefield after conquering or holding it?

It isn't illegal to try, but that doesn't guarantee it works out — your opponent may still have ways to deny the timing you want. If a Reflection token would end up somewhere it can't actually enter the battlefield, such as a non-board zone, it simply ceases to exist instead of entering play, since tokens only exist while on the board. This can effectively let a player 'discard' a Reflection they were forced to create but can't place.