I haven't adopted this kind of setup, mainly because Proton just does such a good job I have almost zero need for Windows, but my plan for eventually doing something like this was to also maintain a passthrough Linux VM for any GPU-intensive work on that side.
When I realized that the practical end-state of my system would mean I'd just be running things from within the Linux VM 98% of the time (games that can run on Linux) I kind of dropped the idea.