What do you use for the VM? Last time I checked, I couldn't find any free/FOSS VM tooling that allows me to do GPU pass-through on a Linux Host to Windows Guest.
It seems like you haven't looked into it much since it's was feasible for last 7-8 years..
Linux hosts had GPU passthrough working well before commercial software had such options. Nowadays it's just work out-of-box with Virt-Manager that just run QEMU under KVM.
It's been working for years for 99.9% of games excluding some invasive anti-cheats that ban you for VMs, but there literally only a few games that have issue with virtualization.
I use Proxmox and GPU passthrough works just fine (via QEMU). Note that Nvidia GPUs have less issues with passthrough, at least last I checked. See this guide: https://pve.proxmox.com/wiki/PCI_Passthrough
But if you’re running a standard distro, there are guides for most them.
Last thing to note is that your motherboard can make the process easier if it has good IOMMU support. Basically, you want a MB that puts your PCI slot in a separate IOMMU group. You can find examples by searching for “(MB name) IOMMU groups”.
Linux hosts had GPU passthrough working well before commercial software had such options. Nowadays it's just work out-of-box with Virt-Manager that just run QEMU under KVM.
It's been working for years for 99.9% of games excluding some invasive anti-cheats that ban you for VMs, but there literally only a few games that have issue with virtualization.