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Looking through the online Diodorus, I noticed that in the preface Diodorus seems to imply that Alexander held mass marriages at the time of his marriage to Roxane. I can't actually find the reference in the body of Diodorus, only in the introduction, so it may be that he was referring to the Susa Weddings - but if this is correct then the policy of integration actually started earlier.
The text says:Concerning the death of Callisthenes. --The campaign of the king against the people called Nautaces and the destruction of the army in heavy snow. -- How Alexander, enamoured of Roxane, daughter of Oxyartes, married her and persuaded numbers of his friends to marry the daughters of the prominent Iranians. --Preparation for the campaign against the Indians. Online Diodorus reference :
http://www.perseus.tufts.edu/cgi-bin/pt ... od.+17.1.1 Susan

Hello Susan:I'm at the office so don't have my books, but I believe there are several references in the histories regarding Alexander encouraging his men to marry non-Macedonians before the mass weddings at Susa.Regards,Tre

If you check there is is no reference to the weddings at Susa in the introduction or the body of the text,since there is a lacuna where the marriage to Roxane occurs I suspect that Diodoros merely took the opportunity of this Oriental alliance to review all his Eastern marriages as an aside or excursus divorced from the chronology.

Oops! There is a notice of the Susa weddings in the main body of Diodoros at XVII 107 vi; However it is the briefest of notes and I stand by my interpretation of the notice in the list of contents.