Having seen Lego Dreadnoughts and Lego Predators, I reckon that Lego is a valid choice for making minis.
I have no problem with people using Proxies, but if it is something they intend to make regular use of (ie, not just for a one off game), then there has to be a degree of common sense and fair play involved.
Your opponent should be able to understand exactly what each model is supposed to be. If they have to keep asking about it, then it's a problem. (E.g. These tactical marines are Hormagaunts and these identical tactical marines are Genestealers)
There should be no confusion about what a model is supposed to represent. If it is supposed to be a big stompy assault unit, it should look like a big stompy assault unit. (E.g. using a Killer Kan as a Carnifex is ok, using a grot is not).
The mini should be roughly the same size as the mini it is replacing for LoS and cover purposes.
The person standing across the table from you should be able to tell at a glance what each unit should be capable of (assault units look like assault units, artillery looks like artillery, etc). Confusion should be kept to a minimum and there shouldn't be any rules related shenanigans going on.
Some of the nicest looking armies out there make use of proxies and conversions, the owners have put in the time and effort to find the best match for the units they want to use. In M_i_J's case, the FW Myrmidons look big, shooty and tough, which is fits their role as Obliterators. They don't look like any other models in his force/codex, so there is no potential to get them mixed up with anything else on the table. They are also a mini that everyone is unfamiliar with so no chance for confusion there either. Finally, they look to be about the right size, so they fit the rules for the unit as well.
So in conclusion I am a pedantic, whinging, a##hole, but I would be fine playing against the minis M_i_J suggested in the role he has mentioned for them.

Painted Minis in 2014: 510, in 2015: 300, in 2016 :369, in 2019: 417, in 2020: 450