What about the following combination: First, set up a Windows based X implementation (Cygwin X, or Xming for example). Then run a stateless Linux install in a VM (maybe based off a live CD), and then set up icons on your Windows desktop to remotely launch the given apps on the Linux VM, displaying them on your Windows desktop with your local X server.

The main problems I see with this would be automating the Linux VM startup, and configuring the local icons (they would have to launch a script that ssh's into the Linux VM after checking if a local X server and the Linux VM is running, forwarding X connections).