we kept our kune boar with two female goats - one old Sanaan & a baby togg- for a time, whilst his gorls were "maturing"
The main issue is over food, the pig will shove them out to get to their concentrate, over-eat if there's alot!
when Murphy was fully mature, he tried sexually harassing the goats.. but couldn't reach!! they just moved or gently butted him - ours are disbudded, but I imagine your pygmies will be horned?
If you have plenty of room, and separate feeding areas/systems (eg raised feeders for the goats that porky-pigs can't reach) then there will be less chance of problems.
What kind of numbers & set-up are you talking? how old are the animals - we had the pigs a week before the goats, so they were fine with other, as it was all new!
health wise, there shouldnt be too many crossovers, its more injuries you'll need to watch for.
h.t.h.