It will work provided there are no illegal filename characters written to the content control. If that is a possibility check the name for illegal characters using a function called from the code e.g.
With oDialog
.Name = "NFA Letter - " & CleanFilename(occ.Range.Text)
Private Function CleanFilename(strFileName As String) As String
Dim arrInvalid() As String
Dim lng_Index As Long
'Define illegal characters (by ASCII CharNum)
arrInvalid = Split("9|10|11|13|34|42|47|58|60|62|63|92|124", "|")
'Remove any illegal filename characters
CleanFilename = strFileName
For lng_Index = 0 To UBound(arrInvalid)
CleanFilename = Replace(CleanFilename, Chr(arrInvalid(lng_Index)), Chr(95))
Next lng_Index
lbl_Exit:
Exit Function
End Function