20 men + Ramsay somehow sneak into the middle of a massive army, burn all their catapults and a lot of their tents/supplies, and get away without anyone noticing? All seems a bit too farfetched to me.
But dragons, a magic fire woman, and an icicle who can raise the dead are all fine? Ramsay's cunning/ability was shown pretty heavily during his first scenes with Theon, he's a sneaky one.