I should know this, but does anyone know if it's possible to set 5320/5330's in Teleworker mode and assign the MBG IP address via DHCP options, or do we have to manually set it at each phone?
Not exactly put them in TW mode, but all TW mode really is setting an IP address manually to the ICP and TFTP IP address locations. You can just use a standard Mitel Option 125 or 43 and set the ICP and TFTP address as the MBG's public IP address. Works fine, but do NOT define a VLAN parameter in the final DHCP step (if you use DHCP to hop VLANs).
So like this for option 43 (easiest):
id:ipphone.mitel.com;sw_tftp=8.8.8.8;call_srv=8.8.8.8
Of course, substitute your MBG's WAN interface IP for the 8.8.8.8