They did play together in the classic French and Saunders skit, and they did a sort of jam at the end, not quite what we are talking about here, but close. At first thought, their styles don't seem to work together, however, when Gilmour plays the Blues, it is similar to Eric Clapton, and he plays with Mark, so I could see where it would work, certainly they could play acoustically together. I would much prefer Mark to play with Mike Oldfield, they have more in common musically, but that's just wishful thinking on my part.