This is the same idea as in:
https://bitcointalk.org/index.php?topic=309073.0

First of all DSA signatures don't work since it's easy to create a new valid DSA signature from an old one and some partial state, so you could easily outsource a partial attempt and the pool participant could keep iterating without needing to know the key.

The other thing is that the "non outsourceable puzzle" focuses on preventing the outsourcer from just posting a bond "I promise 2x the reward of a block never to steal the reward" by using zero knowledge proofs. If this is too exotic, and the goal is just to discourage pools (rather than hosted mining as well), then maybe using just a (deterministic, strongly unforgeable) signature may be enough.