msgcache for Windows Clients?

I'm using msgcache for 2 linux  xymon clients in a dmz and it works well since a few years.
Now we add two Windows clients into the dmz and would like to monitor them as well
using bbwin 0.12. But there is no msgcache functionality for Windows?

Would the following solution work?
I would install/activate xymonproxy on one ot the linux clients and point it to the msgcache on the same linux client (using different ports). And the windows clients will report to the
xymonproxy process on this linux client?

Any comments/tips?

Yours
hjb