I followed this path too; it all worked, but the magic vfio incantations can change kernel to kernel, so there was always a fair bit of maintenance involved. I'd use Proton for 95% of my games, so whenever I had to fall back to vfio/Windows for a game for a while, everything would've changed. NixOS made this manageable, but it was never pleasant.
Have fun with the project; I'd be curious to know if (like me) you end up (sadly!) continuing to dual-boot for Windows only games. VFIO seemed like the dream end goal, and maybe it's gotten better since 2021, but for me at least, it got in the way more often than not.
I have rigged up a non-VFIO VM that boots off the same Windows partition though, so that I can log into it and run Windows updates once in a while without needing to do a full reboot.