I believe the answer is no.
 
If I am reading the article below by Méo correctly, he shows that if 
$\pi : Y \to X$ is the blowup of the polydisc $X=D^m$ along $Z := \{ z_1 = \dots = z_k = 0 \}$, and if $k \leq p \leq n-2$, then there exists a closed positive $(p,p)$-current $T$ on $X$ such that $T' := \pi^* (T|_{X\setminus Z})$ does not have locally finite mass near $\pi^{-1}(Z)$. If such $S$ exists, then since $\pi$ is a biholomorphism outside of $Y' := \pi^{-1}(X\setminus Z)$, one would have $S|_{Y'} = T'$, which would thus have locally finite mass.

[Méo, Image inverse d'un courant positif fermé par une application analytique surjective.
C. R. Acad. Sci. Paris Sér. I Math. 322 (1996), no. 12, 1141–1144.][1]


  [1]: https://gallica.bnf.fr/ark:/12148/bpt6k9800442g/f35.item