I'm pretty certain you can update with ROMs on gateway, considering gateway has a built in update method (something like holding up on the d-pad when booting into gw mode or selecting the game, I don't own gw myself so can't quite remember). I've also read tons of posts about people using roms to update with gw, so...
You could also update by downloading the .cias for the update version you want with 3DNUS and then installing those .cias with BigBlueMenu.3DS which GW can launch. This method would allow you to update to any version you wanted. But I think using a rom would be easier - just look for some posts about updating with gw roms (use google or gbatemp's search) to be sure you do things right.