Why not install TeamCity on Windows? Windows is pretty stable platform for server applications nowadays.
Microsoft provides Java library to integrate with TFS, and one would expect it to work properly everywhere where Java can run. But this is not the case, just because their library depends on native part. This means all integration problems with platforms they do not support, as well as with different bitness of Java itself and machine where Java is running, will become our problems. That’s the main showstopper for now.