Yes, I've got L2L between a Sonicwall PRO200 and VPN3030 running without any problems. I've used a document of SonicWall to configure the VPN3030 and the Sonicwall. Importent is to have your Sonicwall and VPN3030 updated to the lastest firmware.
You can find the documentation on the Sonicwall support site.
At the moment the VPN3030 is running 3.6.7 and the Sonicwall 6.4.2.0.
Getting a L2L tunnel running between the VPN3030 and a Sonicwall SOHO/3 behind a NAT'ted Internet solution never succeeded because of NAT traversal issues.
Best regards,
Jurrien Wijlhuizen