Two-router OSPF with multiple paths

Hi Guys, I feel like I should know this but I want to confirm that what I want to configure makes sense.

I have a router and L3 switch with two paths between them as below:

 Primary Route (low cost) +--------+ +-------------+FIREWALL+----------+ |eth1 +--------+ |ve 2 +--------+ +---------+ | ROUTER | |L3 SWITCH| +--------+ +---------+ |eth2 |ve 3 +---------------------------------+ Backup Route (high cost) 

I want to configure two interfaces on each system and setup an OSPF neighbour relationship. I want to ensure that traffic ALWAYS passes through the firewall appliance, except if it is no longer able to forward traffic.

Will there be any issues with having two interfaces on the router and on the switch both talking to the other?

I would use STP except the router does not have any L2 switching ports, just L3 interfaces. I am also already using OSPF for route distribution elsewhere in the network.

Thanks in advance!