Buying HEAT with BTC

Is it possible to have to option to cover the 0.01 HEAT fee when buying from what is being bought?
For example, if I buy 1.00 HEAT on the asset exchange there could be an option to receive 0.99 HEAT and send the remaining 0.01 to the network to cover the processing fee.
Obviously for this type of transaction the minimum buy would be 0.01 HEAT.
We wouldn't have to rely on external exchanges to get coins in the wallet, as this seems to be a fairly common problem.

Would this work or is there a fundamental problem with this approach?

Ok no, it wouldn't work if the buy order can't be filled in the first place and someone could spam the chain with unfillable orders with a dummy token.

Right. New depositors are automatically credited a few heat-cents. We could add a warning / limit for the account to not allow withdrawals down to 0.00 HEAT.