This could go both ways. I've seen tegus that went great with dogs/cats and I've seen ones that won't have it. If you see any threat posture don't let them near each other as the vet bills will add up quickly. Tegus have an extremely strong bite and their teeth penetrate very far~! I'd hold the tegu and allow the dog/cat to sniff the tegu and see just how they react. Monitor them very carefully. Personally I wouldn't leave them alone.

John