I want to place a vote for "Yes" and "No".
Yes, I think he did the correct thing in that he was fighting for the championship; the constructors championship was all wrapped up, and so any team orders were essentially null and void...
But No - he is still an employee - and it may be the case that Nico was also following instructions... (I'm not sure that he was, but...) - in any case, if an employer gives you an instruction, irrespective of whether that instruction is correct or not, you follow it (Multi21 anyone?)
The fact that the Mercedes team have been so dominant this season (and for the last 2 seasons) has just about destroyed my interest in F1. This race was a case in point; the only way that Hamilton was able to beat Rosberg to the championship was if another car got inbetween them; the only way another car could conceivably get between them was by dropping the race pace to allow other cars to catch up. This doesn't strike me as good racing.
That being said, you see in athletics races and cycling races, competitors slowing the pace to bring other spoilers into play...