SG was really designed to be used in conjunction with AIO. I'm not sure if you will have bonding problems but I suspect you might. If you use AIO prior to SG then you can put it over Megs #9 or DACP with no problems.
Yeah, *I* would spend a little extra time and money and use the AIO first. It's handy stuff to have around anyhow (cleans well and doesn't stain anything) and it goes on/off VERY quickly and easily.
With all the "issues" people seem to have with SG nixweiss it's always easy for me) I wouldn't risk hassles by NOT using AIO under it.