The easiest, cheapest, safest way is to buy the cheapest 120G SATA SSD, and plug that into the optical bay for Windows 10. So, only install Windows and the application on it.
For OS operation, there is almost no performance difference with SATA 2 or sATA 3 connection.
For large files operation / high band width required, use your PCIe SSD (data drive).
So, you now have 2 SSD, one for data, one for OS, the total bandwidth is higher than single SSD, and the installation process will be much much easier (you can simply run Bootcamp to finish everything).
I bought a $30 120G SSD for purely Windows gaming. Works very well. Easy installation, no need to deal with any extra hardware trouble.
Install Windows on HDD will be my very very last option, if just $30 can make the experience much much better, why chose the HDD route?
I personally won't buy a PCIe SATA 3 card to boot Windows now, there is no real world benefit. I prefer to spend the money on buying the really fast PCIe SSD and cheap adaptor, but not the relatively slow SATA SSD but expensive PCIe SATA 3 card. It was a good option to get high performance storage before the PCIe SSD is widely available / affordable, but now, real PCIe SSD sure is a better option for high performance storage. Since small files read / write basically can't even saturate the SATA 2 bandwidth, there is not much benefit to boot from the PCIe SSD (in term of performance).
Of course, some user prefer single SSD for everything. However, if you want to boot Windows in cMP and you want very high performance SSD as well, split them into 2 SSDs should be a cheaper and easier way to achieve what you want.
