Assuming you mean 3rd limited, yes, it is possible to include internal dialogue written in the syntax of first person. 3rd limited borrows much of the ideology of 1st person in its deployment. When it is in its "close" mode, you will see character thoughts written just like in 1st person, dispensing entirely with tags, just as you mention. In the ASoIaF books this is seen most especially in Tyrion's chapters. His thoughts are quite often written in the first person, typically italicized, though the fontwork presentation is another question.
I agree with the italicized notion. When in third person, I leave a space, give a indented line in italics for the thought, then another space, with the third person providing context for the insert. As long as you only have one or two of them every now and then, I think it would not be a problem to the flow.
In most first person stories I've written, I include the MC's thoughts as narration. I only use italics for thought when the POV is third person, to distinguish the thoughts from narration. In first person, you see the story through the protagonist's lens, so their thoughts are the voice of the story. EX: Third Person Quincy stepped through a wave of icy wind. The smell in the room was really more a lack of smell. Sterile, he thought. First Person I stepped through a wave of icy wind. The smell in the room was really more a lack of smell. Sterile. That's how I would write it, anyway. I could see the word "sterile" being italicized in the second example as well. It may well be one of those things that comes down to creative choice.
If you are using first-person introspective mode, then the narrative itself will contain the thoughts.
One of the things I actually find super advantageous about first-person. You can describe things in much more detail, yet through the casual analysis of the MC. It makes sense in the story why the reader is getting such deliberate description.
It's exactly the same if you're writing in 3rd person, in that person's POV. No limitations, in fact many less than writing in 1st person where you're locked into one person's experience, so you could write: "Quincy stepped through a wave of icy wind. The smell in the room was really more a lack of smell. Sterile." Although I'd probably write something more like: "Quincy stepped inside on a wave of icy wind. The room smelled of nothing in particular. Sterile." But that's just my style, everyone is different.
I think the comment was meant for the sentence structure. It could be written differently. Firstly, the sound a helicopter makes when it crashes is intense--sheering metal, explosions, the screech of failing rotors, cries of people dying, etc. Simply rewritten, you could say something like, "The grinding screech of sheering metal and failing rotors was terrible, but not so unnerving as the rain of rocks and debris that had plucked the craft from the sky."
