I've been using VcXsrv (https://sourceforge.net/projects/vcxsrv/) to do the same thing for a few months. It works well in most cases, but it can be janky. The scaling doesn't always work well if you're using a hidpi screen, and I had one application that was crashing consistently under certain circumstances.

Definitely going to try this out, but I wonder if it's worth paying for when I have a free alternative that does most of what I need it to do.