I had a great time yesterday.  The 5301 mansion and the 7782 pavilion came last week in the mail and I finally had time to open them.  Ever since Gaston showed pictures of his mansion and asked if you could merge the pavilion and the mansion, my mind has been racing (in a good way!)   
I used some 5301 parts that I got as a bonus in an EBay lot a few months ago and some 5300 parts. 
patio floor section (30 64 1090)
center base unit  (30 24 9650)
two triple female wall connectors (30 24 9700)
seven black railings (30 05 7280)
4 straight black railing connectors (30 05 7300)
2 black corner railing connectors (30 05 7310)
3 unit wall with door and windows (optional)
The rest of the parts were included as part of the mansion and pavilion.
First I connected the 4 base units, three from the mansion and the one extra (30 24 9650) unit.  Then I took one of the large open frame wall units (30 26 2410) from the pavilion and removed the trim from the top and bottom using a combination of chisel and dremel.  I originally thought that I could use the open wall unit (30 05 702) from  a 5300, but it didn’t have the side openings at the top to accomodate the 2nd floor unit of the mansion.