If you say це instead of "це" you can :) But that would change the meaning, of course. The meaning of оце/оця/оцей is like the English "this one", and "оце" is special in the same way "це" is - it can be a general word if you don't know the gender.

-- Що ти хочеш на вечерю? (What do you want for breakfast?)

-- Оце! (This!)

So you don't have to care about genders here.

So! ~~> Оце дорогий! or Оце дорога! works if you are pointing at something and saying it, that would be "What an expensive thing!". Similar to the Spanish "que" ("Que caro!")

Works with nouns: Оце дівчина! (What a girl!)

Whoa, didn't plan to write such an extensive response, really, got carried away O_o

Це - дорогий - that's not what one would really say. But Це дорогий диван (or whatever) (It's an expensive couch) is a totally legit phrase.

Дорого is an adverb, you can use it to just say that price is too high, without specifying an object

the English phrase "it is expensive" can be translated into Ukrainian in several ways (not all the ways are added as possible in DL) - for example, це дорого, він дорогий, вона дорога, воно дороге because of the absence of gender in English phrase. But I don't know what variants the developers consider right