What you have should work fine. As Rick said, if you're not connecting any lights to the LE, then you shouldn't need it. The DMX signal coming out of the LE is the same as the signal going in.
Since your wall washer is a DMX device, you just need to build an adapter cable to change the Cat-5 DMX cabling used by the Lynx stuff to an XLR connector that your wall washer uses.
As long as you have the adapter, you could go directly from the Lynx Dongle to the wall washer, if you wanted. But, from your other posts, it sounds like your setup will most likely go: Dongle -> MR16 controller -> XLR adapter/Wall Washer.
Is that what you had in mind?