Basically I took the redstone cobble generator that Cmp posted to the tutorials, and built one on my border facing out towards my neighbor. I turned it on, and it pushed cobble out 11 blocks. This is enough to bridge the gap of the neutral zone and as long as your neighbor has built out to his border, the islands can be bridged!
Personally, I would say that, that is technically not allowed, since you aren't meant to be able to build there. It's bypassing the protection system. Also, people may not want a bridge to their island for permanent use, and there is no way for it either party to remove it, without getting an Admin to do so. With that in mind, this could also be used to grief, potentially. For that reason, I'm closing this thread until your method has been approved by Joe or Neil.
If it isn't approved, don't be surprised if your bridge is removed.
Of course, it's not impossible to link islands together, the issue here is purely that it bypasses the protection system.