You can certainly achieve this by installing MinGW cross compilers in a Docker image. Many major distros have MinGW packages, and some CI setups use exactly this setup.

(For good measure, an example would be OpenRCT2 which maintains Dockerfiles for cross compiling, like this one: https://github.com/OpenRCT2/OpenRCT2/blob/develop/dockerfile... )

We do that quite easily for all VideoLAN projects, using https://code.videolan.org/videolan/docker-images/tree/master...

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