Thanks for all your input guys. When I flew this approach in the sim, coming from the north, I would hit the LOC and be slightly above glide. I'm thinking that joining the gldeslope and then later X-checking it at JETSA is probably the best idea for passengert comfort. And I can't see why it would be illegal.
This is what I fugured: I'm flying at around 140kts in that part of the approach, so zero-wind VS to keep the GS is 700fpm. When I joined the LOC from the north transition I'm already about half-scale high on the GS and rapidly going full scale. If all I wanted was to intercept the GS from there, I'd need a minimum of about 1,000fpm. If instead I wanted to descend faster than the GS, so to hit 2,200 and intercept the GS from below, I would need at least 1,500+ fpm (more like 2000fpm). I'm not sure it would be a good idea to be descending so fast at such low altitude, only to then level-off and wait for the GS to come down. Sounds like a lot more work, power changes and possibility for an unstabilized approach.
Any comments?

Velocipede, thanks for the heads-up. I'll keep that in mind. In my example MERCE is the last step-down-fix before GS intercept, so as long as you are passed MERCE there's nothing to worry about. But if you came from PALAC it might be a different story.