SharePoint Online - BCS to SQL Databases On Premises

Hey, 

I would like to know what is the best way to connect a SharePoint Online to SQL Server On Premises, i'm doing a migration for sharepoint On-line, and in the old version i have some BCS that i would like to migrate, but the Database is On-Premises and i can migrate it, so what is the best way to establish a connection between this two environments. 

I have read this post and probability it is the solution. Azure Hybrid Connections

http://blog.tahoepartners.com/index.php/azure-hybrid-connections-connect-sharepoint-online-to-internal-sql-databases-with-no-firewall-changes/

Someone have do this before? or know if there is a best way to do it? 

Thanks