I run this pretty much exact setup, with Windows and Linux on 2 drives.
Definitely run 2 drives.
Set the main boot in the BIOS to the Linux drive, you can get grub to recognize windows so your boot menu goes to linux by default, but you can still select windows if you feel like slumming it. This keeps windows from messing with Grub.
And for those people pirating non-steam games heroic launcher works just fine. Or lutris.