Works pretty well, had a minimal X11 + GL app up and running in minutes.
Issue 1: Visual Studio doesn't pull header files from the target Linux system so Intellisense was useless.
Issue 2: Every time I compiled something or started a debug session, four new sshd processes and a new sftp-server process would start on the target Linux system (Ubuntu 14.04 running in a VM). Eventually I had 16-20 of these processes running and they never exit.