I have about 50 Sonicwall to SSG tunnels running fine. So they do work together. From the sound of the symptoms there is probably something wrong with the policies on one or both sides. Here are a few thoughts.
I notice the instructions tell you to use the all local subnets object in the sonicwall addresses. This can create multiple local network objects for the tunnel. You probably want to use the lan primary subnet object as a single address. Be sure not to pick the lan primary IP which is just the interface address.
I also notice they have explict proxy id configured on the sonicwall policy. I never use those and just leave it blank.
On the SSG side confirm the address objects have the correct networks and in the right zones.
Here is the troubleshooting tree for a VPN that comes up and does not pass traffic. You are using a policy VPN in the tech note you list.
http://kb.juniper.net/InfoCenter/index?page=content&id=KB9276