In general play I wouldn't mind as long as it made sense or you agreed to proxy before hand. But remember if you play in a GW GT you won't be able to use those model regardless if GW makes the model or not. GW rule has always been 70-80% GW components in conversions unless its scratch built to use or play it in their store or at GW sanctioned events. And players will call you on it in Tourney situation if it would benefit them. Just a heads up.
AAAACK!!!! AACKKKK! AAACCKKK!