I've done this, and have some serious warnings to give:
#1.) Wash the diff out with soap and water before starting extremely well. DO NOT use contact cleaner or other solvents. They can KILL whoever is welding if they inhale the fumes.
#2.) Wash the diff out again with soap and water afterwards. Spend a lot of time with a stiff brush around the welds. There will be lots of little loose bits from the welding spatter that you don't want in there when using the diff.
#3.) I would fill the diff with cheap fluid and put a 100 miles on it, then change the fluid again for a good fluid. There will still be crap in the diff after step #2.
Do 5-7 point turns if you want to keep your halfshafts alive. I couldn't even push my car by hand with the front wheels turned....there was just too much resistance.