I don't know, the Greyjoys main ideologies are based around that of the Drowned God and there's not a lot of oceans near Las Vegas so that aspect of them will be a little hard to incorporate. Also I'd like to adapt the history of the Greyjoys. So maybe the Lannisters hate them because the Greyjoys destroyed all their smuggling links in one night? (The Iron Fleet sinking the Lannister navy at port). So then the Lannisters pay them back by destroying their empire (Greyjoy rebellion stopped).

So the relationship between the Lannisters and them really wouldn't be good and as the saying goes, the enemy of my enemy is my friend. I'm also thinking about trying to keep the whole salt wives thing.