Help with R4s and emulators (and Pokemon)

I've been mulling over the way my Pokémon have kinda bummy natures, and that the Pokémon system doesn't allow the player to change them. I also don't want to catch or breed new ones because it's beyond that stage. I've recently figured that there are cheats that can allow a player to change the Pokémon's nature, and found out that they exist. So that's cool, I can change natures on an emulator, but my Pokémon are on an R4i card, and the nature changing cheats aren't on there.

So I thought: what if I had an emulator (which I do), took my save data from the R4, put it on the emulator, changed the Pokémon's natures, and put the data back onto my R4? Would that be as simple as it sounds?

I figured that I'd ask a community full of people who play Pokémon on emulators before running off to try it out and end up destroying the saved data. Is there a problem with my idea so far (other than the fact that it's cheating)? Is there a critical detail that I'm missing that could ultimately ruin the plan?

 

Aaw! That's even better! Thanks Satix!