Yes, it’s okay if it flows naturally from the context of your content.
But if it seems that you’re just ramming a square peg into a round hole and it looks clunky, don’t do it.
You have to look at your pages the way Google wants you to look at them: with your customers in mind.
Would it provide more value to your customers for you to link from page A to page B and from page B to page A?
If the answer is ‘no,’ then don’t do it.
In many cases, it might make more sense to go just from page A to page B but not the other way around.
I would suggest that since page A is a review page where you list different products, page B is a useful target because you just want people to get an expanded view of the list of products that you are overviewing or reviewing on page A.
But, you better have a very good reason to link from page B back to page A.
Another approach you could take is to set up informational pages regarding the problems solved by the products listed on page A, and then link from page A to that info page.
Also, the info page can then link back to page A.
In that context, since they add value to each other, reciprocal linking makes a lot of sense.
But, it may not be a good move when you’re just trying to “expand” your discussion of individual products by linking them to their page B individual product review.