This configuration doesn't appear to be validated/tested by Dell, so it would technically be "unsupported".
I've not seen any postings around with test results indicating one way or the other, but LSI's compatibility document for the 9266-8i (based on the same 2208 ROC) Indicates that the R710 is in fact compatible with this "generation" of cards.
If you're going to give it a try, I would anticipate that it would likely work... but if your intent is to "use without an issue", I'd suggest sticking with Dell-validated hardware configurations.
If you do try this out, please be sure to update with your findings so others have that info as a reference.