I haven't cycled this exact area, but I have driven through sections. I wouldn't consider cycling through any of the parts of the Bronx that end up near the Third Ave Bridge or Willis Ave Bridge other than during the 5 Boro Ride, even during daylight.
I commute from North Jersey to Williamsburg down the West Side of Manhattan. West Side path may be your safe, though much longer route. I have met some riders from Westchester that commute this way, but I don't remember where they started from in Westchester. I have gone North from the GW Bridge to the South County Trailway. You can make connections to the Henry Hudson Bridge and go South from there along the River, if the construction is done on the bridge. But then you would have to go Crosstown. Or, you could come down Broadway which really is not bad until below Van Cortland Park and then connect to the West Side via Dyckman St.