My Macbook currently hosts Ubuntu, and there is no copy of OSX on it.
I keep a USB stick with OSX installed on it, and today I got to test if I could use this to install a firmware update.
Short version: It just works. Slightly longer version: I just rebooted a few times, holding down alt/option whenever I needed to boot OSX from the USB stick. The OSX software updater took care of the rest.