A single default gateway should work fine. Since you are doing routing on the MS225 stack, you will have to configure a static default route pointing towards a single IP address residing on the firewalls. Now if you are adding a redundant pair of firewalls, only one of them will be active/master at any given time which will be the owner of the IP that the switch stack is using as a gateway. There are some firewall vendors that use the (virtual IP/ virtual MAC) in their HA firewall setup (as @GreenMan mentioned), in that case the gateway of the switches will point to the virtual IP that the HA firewall share.
As long as you have physical connectivity between the stack switches and both HA pair firewalls, STP will do it its magic and redundancy will take care of any failover scenarios.