You can't cheat in the orders you give. The game director reviews all the orders to make sure they're legal. If you lack the ships required to convoy, the convoy wont happen.
Ways to legally 'cheat':
Don't like how there is an enemy unit occupying one of your supply centers? Put the army in your pocket when noone is looking. If the everybody submits their orders before realizing the unit is missing, the unit is permanently removed from play!
Don't like the lack of armies on your northern border? Sneak a unit onto the board while no one is looking, if everybody submits their orders before realizing you added a unit, the unit is yours to keep until the following build phase (where you may have to disband it if you lack supply centers)!
Worried one of your newer builds wont get to the front line in time? Move it to where you want it. Again if everybody submits their orders before realizing the unit moved, the unit is there to stay! This one is the riskiest because if you get caught, the unit is given a hold order for the turn, so while it may help you by allowing you to move across the map in 1 turn, it may end up costing your unit a turn. For the others getting caught just means your allies might like you less.
Don't like how you don't know whether an ally is planning to stab you? Steal their orders sheet and use the information to determine your own orders!
Don't like how two players are talking in secret in another room? Sneak in and listen to their conversation!