When I switched to daily driving Linux I created a VFIO Windows VM that gets passed through my GPU and USB controller (and thus audio, inputs) which gives me pretty near native performance. It takes maybe 10 seconds to boot into it, and I can easily access my files from the Linux host running underneath. I recently added a VirtioFS mount so I can store my games on the Linux filesystem instead of inside the VM disk image. I've started a few games and benchmarks on it to confirm it runs great.

VM running using libvirt and virt-manager, using QEMU underneath, with custom hook script that makes passing through the hardware a bit more seamless.

Although with how awesome Wine/Proton and ecosystem are these days I have so far played almost all my games on Linux. I created the VM setup because I thought I'd need it, but turns out I didn't really. Think I've played through 20-30 games or something like that now with minimal issues on Linux, including big budget AAA games within a few days of their release, smaller indie games, all kinds of different ones. Most tinkering required was for older games that'd need similar tweaks on modern Windows as well.