Thomas,
I too have never heard of non-Orthodox being painted in icons or on the walls of an Orthodox temple and strongly suspect it is not allowed. When New Skete's bishop or Metropolitan Theodosius (they may be directly under the OCA's first hierarch) gets wind of this, we'll find out.
If I may, I shall try to get into the heads of the New Skete monks and say something in their defense. Perhaps they reasoned that the non-Orthodox depicted were born non-Orthodox, not people who left the Orthodox Church, and so can't really be called schismatics or heretics and therefore are fair subjects for veneration. To which I say, again: Privately? OK, fine. But not in church.
My Photoshopped edition of this icon, reduced to four Orthodox one can admire, based on what I know about them, is both printed, framed and in my icon corner and on the Orthodoxy page of my site! "Come and see.'
http://oldworldrus.com