What I am thinking about is, that I'd install a linux on a hard drive to boot it normally. In addition to that, I'd create a VM on Windows, that would use the same raw mapped hard drive.
That way I could use my linux normally, and also when I needed some Windows-only program (due to GPU performance limitations can not be run in a VM efficiently) I could fire up the same Linux installation inside Windows, and continue doing my things I left there.
This is something I could, and propably will try out myself, but I decided to gather other peoples experiences first. That way I might know in advance if it is not possible, or if there is something that I should look out for