You'll need to build a bootable disk image with the EFI folder there, but that should mostly work out of the box. Only thing I changed was the serial numbers so iMessage, iCloud etc work properly. I think it would be easier to set up a working Windows install with passthrough first just so you know you have that portion setup properly, and then do macOS.
Someone setup a repo here with a starter config: https://github.com/Leoyzen/KVM-Opencore
You'll need to build a bootable disk image with the EFI folder there, but that should mostly work out of the box. Only thing I changed was the serial numbers so iMessage, iCloud etc work properly. I think it would be easier to set up a working Windows install with passthrough first just so you know you have that portion setup properly, and then do macOS.