I've been using WSL + wsltty [1] + Xming [2] for months and didn't encounter major issues. wsltty also added support to the Microsoft Store version recently.

For Xming, simply set DISPLAY in shell and local GUI programs just work, as well as SSH X forwarding.

[1] https://github.com/mintty/wsltty

[2] https://sourceforge.net/projects/xming/

(EDIT: typo)