I agree with Deejay. For me, it would blur the boundaries too much. Plus, I'm already terrified to see her outside the office. We have a deal that she has to be in the office 15mins before session, so I don't run into her in the parking lot. That's how scared I am. We talked about trying to go for a walk back during year one. It wouldn't work for either of us. She said she'd be too distracted and too worried about my confidentiality.
If you do decide to try it, make sure all of you wants it and that you are aware of how it might affect you and the relationship.