Unfortunately, I have not tested this scenario, and have not heard (either success or failure) from anyone who has.
Having said that, I don't know of a reason why it wouldn't work. GSP uses session, so you would need to configure centralized session storage, but that can be taken care of in the web.config file.
If you would like to pursue this, I am happy to work with you. And if there are any issues, I am committed to resolving them so that web farms *are* a supported scenario.
Roger Martin
Creator and Lead Developer of Gallery Server Pro