The NSX edges does not support EIGRP directly so you will indeed need a router in front that does the redistribution from EIGRP to IBGP, OSPF or ISIS (in case you are peering with the Edge Services Gateway).
I don't think there are really caveats as long as the routes are propagated.
I would however test out a few use-cases (convergence for example) in a PoC environment.
I may not need a physical router I believe , nsx edge will do the functionality using route summarization and static routes .
We can do static route but the truth is that , in the smaller network we can manage that using static route / route summarization .
but a changing wider network , we have to go with i1wan mentioned strategy .