If there's a game that doesn't work on Linux because of anti or something it probably won't work in a vm either so dual booting would probably be the way to go to avoid that
Easy way to get yourself banned in online games just an FYI. Most online games will detect and ban virtual machines now since they've become commonplace in cheat/hack communities.
I have the 2020 G14 and I got this working once. I'm afraid easy and simple are not a thing here, as you need to understand what you're doing if you want it to work well.
The basics are:
Prevent the host system from loading any drivers that touch the discrete GPU. This is done by attaching it to the VFIO driver and uninstalling/blacklisting the Nvidia and Nouveau drivers.
Make sure you have the correct kernel parameters to support virtualisation and PCI-e passthrough.
Create a Windows VM and attach the Nvidia GPU to it.
Setup Looking Glass so you can play with the best possible latency. This will likely require a dummy USB-C display stick.
Personally, I don't think it's worth the hassle. I keep a Windows install for when it's needed, and do most of my gaming on a separate system.