I've found no way to accomplish the above.
Code in Windows + Windows Sublime means build in WSL will be slow because cross-os i/o
Code in Linux + Windows Sublime means code search will be slow because cross-os i/o
Code in Linux + Linux Sublime + Winodws Xserver means interface is laggy because, well, Xserver
VSCode gets around this by running in a client/server model with client on Windows and Server in Linux... but then I'm stuck with an Electron based editor instead of Sublime.