Zeno,
No reason why it wouldn't work, just use the normal care
in selecting a 'spot' in the wall that doesn't hold any
other wiring, etc. Using feed-throughs like that is sort of
'permanent', can't remove it without repairing the holes.
The board in the window thingy isn't 'permanent', just take
it out of the window and replace the screen (if any). The
choice is your's and your 'significant other's (probably more
her's, than your's, right?)...
'Doc