Check out these guys: https://www.linuxserver.io/
https://hub.docker.com/u/linuxserver
They have a pretty good catalog of pre-built Docker containers. You don’t have to use their version of things but there is a lot of software that I was previously unaware of that I learned of through them.
In Proxmox they have VirGL-GPU and Virtio-GPU. They allow VMs to pass work to the GPU without being dedicated to one VM. I don’t think gaming was the intended use case and don’t know what kind of performance you would get. My uninformed guess is that it would not be great.