Dua with Waseela of Prophets and Auliya (AS)

Assalaam alaikum,

Can we make Dua with the Waseela of RasoolAllah (Sallallahu Alayhi Wasallam), the Prophets and the Auliya?
Some people say that we should ask directly from Allah Ta’ala and not make dua with the Waseela of RasoolAllah, the Prophets and the Auliya. Please provide reference from the Quran and Sunnah.

JazakAllah