I will consider waiting... First the Finland Denim ROM is not available on the Nokia Care servers, only the Cyan ROM is available, you will again have to run an OTA update. this ROM is around 4.1 GB. I have flashed GB ROM onto my HK-937 using win 8 without knowing i have to disable driver signature.. nothing turned out bad..(of course your warranty will be voided with this process)
Additionally you are on Win 10 technical preview, the drivers may not work well and you might end bricking the phone.. guess it will be better to wait.. Not just for this process, any flashing process for that matter, even with Lumia software recovery tool, should be done with a stable OS and not a preview OS, you will never know when it might break...