Make a partition, copy the kernel and base system of your choice there, copy GRUB to EFI partition, configure it to load that kernel, reboot. Because of lemmas [1] and [2], the problem is solved.

[1]: Any Linux system can be turned into Arch/Gentoo.

[2]: Arch/Gentoo can be turned into any Linux system.

If you are not limited by RAM size and metered traffic, enabling or installing tiny PXE boot agent is even faster. Then you can load everything netboot.xyz offers, including regular installers.

Now that Linux has a rather good NTFS support, it should be possible to just have a folder in C:\Linux with the plain rootfs in there without any kind of virtual disk.