I have only recently tried this. Two things I noticed that increased my possibility of success. First, If pro thinks the surfaces are inline, angle may not be an option. Second, select surfaces instead of planes.
If you assemble a component using and axis alignment of insert, and a mate/align. If you want to control the angle add an other mate/align and orientate the part to any plane/surface on the assembly (set the type to orientation). This should then fix the component.
Now, redefine the previous constraint and click the arrow box on the assembly reference. You can now select another assembly reference but also you now have the option to create a datum plane on the fly.
Hey presto you can now create a datum reference at any angle you require.
First start with a aline use axis or surface they work about the same. next for the angle constant try to pick datums that belong to the part you just inserted to and also try to pick datums that go though the center axis of the parts.