We consider a class of reflected SDEs in non-smooth time-dependent domains with time sections that are increasing with time. We provide a strong approximation for this type of equations using a sequence of standard SDEs. As a consequence, we obtain an approximation scheme for the associated generalized BSDEs in this markovian setting using standard BSDEs. As a by-product, we get an approximation by a sequence of standard PDEs for the solution of a system of PDEs with nonlinear boundary conditions on time-dependent domains.