I know many people that access many different systems using remote desktop for this purpose.

I use qemu in a docker container for many Windows related things, partially because I don't want to keep a "real" Windows system running and partially because I don't want to let that OS run outside of a VM or container.

It depends on your security mindset and goals, but I think we're far into the world of VMs and containers all the way down.

With respect to memory, try it and see. Modern Linux is very good at memory management, since it powers the entire data center world. You can certainly overcommit memory with Docker containers easily without a problem.