I found a thread from someone who seems to know what they're talking about saying it's not going to happen "on your hardware", but doesn't mention what hardware might be required
https://forum.level1techs.com/t/can-intel-integrated-gpu-out...
Edit actually reading that link again it sounds like a USB adapter worked right away as a monitor for the VM and the OP is asking how to prevent this ! So seems you just need to enable GPU passthrough, and a USB HDMI will appear to your VM ? Will have to try this later today
I can answer further if you are satisfied with the directions found within https://github.com/selkies-project/docker-nvidia-glx-desktop. It has a lot of effort to NOT require a monitor, but it should also work with one.