Is it possible to get into an elite physcis grad school for theory without having already taken graduate level courses?
Yes.  Graduate admissions committees at good universities are looking to recruit students who will publish a lot of high quality papers.  The best predictor of future publications is past publications.  By comparison, coursework is less important.  The Physics GRE is a very poor predictor of your ability to write good research papers.  

You should still pursue a good physics GRE score because it is a good measure of the student's ability to plan ahead.