I've done this before, across a big city. No problem.
The main thing is that the HA links (you should have more than one) need to be as "clear" as possible. If possible, like a dark fiber. Notice that the HA traffic uses a non-standard ethernet frame format which may collide with Cisco Nexus internal usage. This is documented in the Handbook, HA chapter.
When setting this up, is emerged that setting up the external WAN access was more complicated than setting up the FGT cluster. The ISP set up Cisco routers in a VRRP cluster, moving the (one and only) external WAN address to the DR site in case of a failure. The problem was that there was no easy way how the FGTs were notified of a failure. We set it up to switch over manually, but we could have configured remote link monitoring, or the routers could have signalled a failover by dropping the internal link (which the ISP refused to do).