I don't see why you couldn't try the system, as long as you make an "escape plan" to safely separate them (sell the tup?) if things did go wrong.
My understanding of "thin skinned" is more that they wouldn't be able to cope well with the weather, the fleece is too thin or not water proof enough, or they don't put on enough weight quickly. It's possible they mean thin-skinned literally, as in easily getting cuts and scrapes, but I haven't heard it in that context.