The only issue I see here is security, especially if you're not using a private WAN link between your and your client's network. You may want to consider using a VPN tunnel to connect your networks, and having the Steelheads communicate through this tunnel. Exposing the Steelhead directly to the public Internet is not a good thing.
Beyond that make sure your Steelhead and your client's Steelhead is using the same autodiscovery number in the TCP options field. If they did not change their default configuration, then this should be no problem--just use the default value.
Josh
