That is another way of doing it but I'd use Hyper-V which comes for free in Windows 10 Pro instead. You just have to enable it and it will do a better job. Another option would be to use KVM if you fancy Linux or use VMware ESXi (also free). The latter might be a bit more picky when it comes to hardware though.This is what I do: I have a 2016 MacBook Pro 15" which is my daily driver...
Then there is a cheap VM box (I use Virtual Box on Windows 10) with 32GB RAM I built for ~$350 (you can build it for much cheaper) which has atleast 8 VMs running at a time, one of it being Windows 10. This is 24x7 running and all I need to do is SSH (if Linux OS) or RDP (if Windows) from my MBP.
Intel NUCs are great machines for this btw.
Although the VPN makes it more secure it comes at a cost: it has a big impact on performance, your ISP has to support it (some block it) as well as the network you are on (again, quite a few will block VPN). Not to mention the dependency on a working internet connection.When I'm out of my home, I connect using VPN (one of the VM runs OpenVPN).
These kind of dedicated setups are nice if you want to run machines 24/7 for whatever reason. They suck when you need to be doing these kind of things on the go due to the dependency on a working internet connection (many students and people attending conferences will know what I mean by this). For me that's the reason why I use virtualisation on a dedicated box as well as my notebook. And yes, I went for VMware products on both due to matureness of their hypervisor, it being the most used and the integration of all of their virtualisation products but you can use whatever combination you want, that's the fun part
That's because you've moved the workload from your notebook to a separate machine so instead of the notebook going bananas it's now the other machine that will go bananas. The only way to prevent the setup from going bananas is to spec it correctly and use sane settings for both hypervisor and vm's.This setup ensures that my MBP runs without its fans spinning like Jet and the VM box is easily and cheapily upgradeable with more RAM and SSD.