Jeff,
The only "problem" with this procedure is airspace boundry and traffic issues. Don't know what approach control you're dealing with. Are they located at the same field you fly out of? If not, do you have an RCO on the ground? I ask, because it's sometimes easiest to talk to the supe or a controller about it before doing it the first time. If you're just going to get a local IFR clearance to get on top, they will want you to stay in the lateral limits of their airspace. Otherwise, you may need to file so you're in the NAS. We do it here occasionally. We don't have a problem so long as we can keep a local IFR in our airspace, and clear of our DPs and STARs until they cancel. Neighboring facilities understandably don't like taking pointouts on IFR traffic that has no defined route or altitude.
I'm sure there's an area that will allow you to do all you want, you may just need to chat with them for 5 minutes and find out where it is...