Honestly, I don't know. I guess it could be possible if you have a NVME to USB enclosure to do the procedure outside your Mac using an external Windows PC.
If I Would have one I would try to see if Rufus is able to find both partitions in your NVME (Catalina and ExFat for Windows).
I do have one, I’ll try. I think that I have to substitute the boot64.efi file with the opencore one, before put the disk back into cMP, otherwise it may brick it. Is this assumption correct?