I recommend doing a dual boot. I personally do a multi drive dual boot, because again, Microsoft is user hostile and will sometimes randomly just blow away the Linux EFI partition if they're both on the same drive. . If you have them on seperate drives and boot to the Linux drive by default you can then select Windows from the GRUB OS chooser menu. This way when Windows updates and makes changes the EFI partition its only doing it to its own drive.
This will give you the best of both worlds, the privacy and user freedom of Linux, and the ability to game on the Microslop.