Hi Seng Kiang, starting from SAP MII 12.1 and the integration with NWDI you have the possibility to create Software Archives (sca) within NWDI.
Those sca will contain all the objects which are stored within your project. You can then deploy your project to any MII server. The additional benefit of having sca component within MII is that when deployed they are not modifiable.
It is not mandatory to use CTS+ for transport as you can directly use JSPM or SWPM depending on your netweaver stack release.
Nevertheless you can attach you scas to CTS+ and deploy them to the server that you would have configured in your tracks.
Regarding the support of this procedure, I guess that if SAP is pretty much using it for SAPMEINT, it is fully supported...
Regards,
Arnaud