I see people normally pairing up Pinkie Pie as the Pyro, but I think Derpy is a much better fit.
Since Derpy was originally a background character and we hardly knew anything about her, I think her life is synonymous to the mysteriousness of the Pyro. And Derpy only has one episode where she speaks, and no one can truly "understand" what the Pyro says at anytime.
Pinkie Pie fits better with the Soldier, I think. Both are crazy and random.
And that is my two cents concerning this crossover.
And I almost forgot to mention that I love the picture.