We've done this in two separate occasions. Each time disrupted the rhythm of the game briefly, but turned out awesome. We started with two wizard types framed for murder and out in the cold, added a vanilla mortal vampire hunter out to avenge his wizard uncle, then added an emissary of the Mesopotamian god of death and bureaucracy (yes, that is a real god).
The trick is to really focus on the phases during character creation to tie the new character into the existing PCs, NPCs and the Situation.