I have never tried this type of migration and have limited experience with PowerPath Migration Enabler (PPME) but I don't see why it wouldn't work.
You may want to take a look at EMC's Open Migrator as well. I have used that product to migrate between various 3rd party arrays and local disk and EMC VMAX. Over 50 migrations completely successfully. The only limitation (at least for Windows) is the only NTFS filesysetms are supported. If you have raw disks you need PPME. I'm not sure if the Linux/UNIX versions can do raw disks.
LUNs are just LUNs on the array - either the CX4 or the VNX. The method of accessing the LUN is the host connection. You can use Fiber Channel or iSCSI or FCoE, but that's just an interface on the host.
If you can see both arrays from the same host, then you should be able to copy the data from one array (LUN) to the other array (LUN).