Why not, what's the problem? I've been using them like this for
ages without any issues I could remember. Resolution of symlinks
is a rather low-level kernel feature, which should be handled
transparently by any modern version of Unix.
PS: anyone interested in how it's done in Linux may want to study
the function load_script in linux/fs/binfmt_script.c,
which calls open_exec (linux/fs/exec.c), which in turn
eventually branches (via path_lookup_open) into the generic
path lookup and symlink resolution code implemented in linux/fs/namei.c.
