It doesn't work much better than just taking it orally. The effects kick in quicker but as far as I know it wouldn't have much of a higher bioavilability. But if you want to then go ahead. Valium doesn't have much of a taste from what I remember.
I notice stronger effects Sublingually compared to swallowing them whole with just about any benzo that might just be me.also the time the effects take to hit seem about the same as well.