I run a VFIO setup with a single GPU - the linux host is headless, and Windows runs on top with the GPU. Its pretty awesome. Windows runs at native performance - no problem gaming or running other heavy workloads. The linux host acts as a devbox and runs a few other homeserver style services. It's difficult to set up right but it taught me a lot about VMs and hardware. Once you get it setup well enough, its relativel…
Or go full Unix and attach a serial terminal to the console port and happy linuxing from there while you ignore the built-in gaming console running off a VM. This is more or less what every modern console does anyway - a hypervisor under everything. ;-)