Is it ok to say 'sorry' where you otherwise would use 'excuse me'?
Example: "Sorry, but could you show me the way to the next train station?"
'Excuse me' or 'pardon me' would be common. One would normally say 'sorry' only after the fact, if one could tell they were interrupting or inconveniencing the person in question. If you use the entire phrase -- "sorry to bother you" -- then yes, but that would still be less common than the simpler "excuse me." Also, see 'the difference between excuse me and sorry'…
Yes it's fine to say sorry instead of excuse me, it's not as common.
Personally, I would use the complete phrase "Sorry to disturb you, but..." or "Excuse me, but ..."