Exactly. That's what I'd recommend.
Make a copy of the default WCM workflow, and then extend to add a remote file-server deployment step from the preview sandbox. Further, I'd modify the task dialog for reviewer's so that the preview link is redirected to your custom web app for each of the items listed in the task list.
As an add, you may also want to generate email notification to prevent your reviewers from needing to go to a task dialog at all. You can generates links to your preview server to embed in the email, and, using webscripts, have URLs to enable approve or reject.
We should include an example of this as well. Something for us to consider once we stabilize Community and ship Enterprise.
Good use case.
Kevin