You can achieve this by relaxing your limit on missed cleavages, and then adding an exclusion in the Peptide Settings - Filter tab excluding unmodified missed cleavages.
Suppose you want no unmodified missed cleavages. You could relax that to 5 and then add the following exclusion:
Exclusion regular expression:
K.*K
Apply match to:
(o) Light modified sequence
Exclude peptides:
(o) Matching expression
I just did this with two yeast proteins and the modification "Acetyl (K)". With just 5 missed cleavages and this variable modification I had 4,329 peptide targets. With the exclusion that is reduced to 444 peptides.
Hope this helps.
--Brendan