The short answer is no.
What a router does is sends an ICMP redirect to the sending machine when the route for the destination is via another host on the same subnet. Then the route shows up in the sending hosts route table, so only the first packet goes to the default gateway the rest go to the correct next hop. The pix will not ICMP redirect.
If there are two paths out of your local subnet the default gateway must be a router that can ICMP redirect. Or add static routes to all the hosts.
