I haven't tried it, but it seems to me it would defeat the purpose of the GR rear. I do like sights on a defensive shotgun, because we live in a very rural area and I may have to use the scattergun at long range. The usual arrangement with a GR rear is a post front, which works well at longer range. IMHO the Big Dot front would obscure too much of the target at longer range, which would defeat the purpose... YMMV of course. The Big Dot Express sight system works well, I have that on one 870 that came with factory rifle sights on the barrel, but that system uses a shallow vee rear sight.
I do like GRs on a shotgun, but the last set I had installed were MMC - sadly, no longer available last I checked.
OBTW - front sights on shotguns should be silver soldered on...