So I have to set up VRRP for each individual interface?
Each pair of interfaces (one from each SSG) that you want to be redundant needs to be set up as a VRRP group.
If your outside interfaces are set up for VRRP, that has no effect on your inside interfaces, and vice versa.
I basically want to set it up so that if the first device loses connectivity, the second device takes over.
I keep hearing "NSRP" in a whispering voice throughout this discussion.
What you just described is right up the NSRP alley, and is more cumbersome to make work the way you want it to work with VRRP.
With VRRP, if you set up a VRRP group on your inside interfaces to provide redundancy for your Dell servers, that VRRP group has no ties to the untrust interfaces linking you upstream. If there's a link failure on your untrust side, for example, that won't trigger your inside VRRP to transition to the other device. You'd need a switched link in between the SSGs to allow traffic to transit in that case. It can get a little goofy.
I really think you'll be happier overall with NSRP.
Others are free to weigh in and vehemently disagree with me. It certainly wouldn't be the first time.
One other thing.. in order to really make your design work correctly, you're going to need a way to manage the multiple connections from your Dell servers. Since you can't aggregate / LAG / 802.3ad / trunk / <and all the other different terms that different vendors use for the same thing> interfaces on the SSGs, you'd want to put a proper switch in between. You can create a LAG/trunk/etc. from your Dell servers to your switch. The switch then handles the uplinks to the SSGs and VRRP does its thing there.
Otherwise... you don't really have a [correct] way to have 2 interfaces on a single server live in the same VLAN.
If using NSRP, however, the interfaces on the passive node are "down" until the node becomes active. Thus, you could theoretically have both of your server interfaces configured with the same IP address on the same VLAN. If there was a transition, the links would swap and the "down" link would become "up" and the "up" link would become "down." I've never really played with that in a lab so I don't know if your server would bark at you about an IP address conflict or not. You'd have to experiment.
Even if you do make all this work with VRRP, remember that you have no session table sync between the firewalls. A failure scenario is going to be much more disruptive than if you used NSRP. NSRP is not *perfect* -- you may drop a couple packets... but it's significantly more robust than VRRP.