This idea sounds awesome, so don't give up!
You might take a look at lowering your mash temp and possibly adding some fermentables (sugar, honey, etc.) to dry the beer out. The base recipe (saison) should be quite a bit drier than 1.015 (I like mine below 1.008).
The Brewing Network interviewed Cigar City Brewing from Florida, and they talked about how they did their Cucumber Saison. You might check that out for some inspiration.
It is still dropping in gravity. It went from 1.032 saturday afternoon to 1.015 on MOnday and on Tuesday morning it is at 1.011. Not quite as dry as I like it, but getting there.
I watched the Beer Geeks tasting of Cigar City's Cucumber Saison and he made it sound like it was heavy cucumber on the nose and heavy cucumber on the tongue, but also very citrussy.
It will remain in primary for another week or so, but can anything be added at this point to give a little more citrus to the taste? Will lemon juice or lime juice add a little something or just mess everything up?
I am going to dry hop with a citrussy variety to give a little more on the nose.