In the release notes for VirtualBox v4.2.0 it notes one of the changes as:
GUI: allow starting of headless VMs from the GUI
However, I can't seem to find how to start the VM in headless mode from the GUI. How is this done?
It took some searching, but according to this blog at Oracle:
And that seems to work for me. Now they just need to document it in the manual.
From VirtualBox 5.0 onwards, there's a dropdown next to the "Start" button which features a way to start in Headless mode