If you dont know how to unfuck a bootloader after a windows update nukes grub then no dont do it. Also you cant share storage cos ntfs on linux is a fuck and windows will lock ntfs partitions on shutdown and gets weird if it doesn’t unlock it itself. Installing on separate drives isnt even relevant advice anymore since most computers moved from MBR to GPT ages ago unless your bios specifically has legacy mode support.
If nothing I said makes sense then the answer is a very firm no. You cant brick anything but if you dont know what youre doing run with the assumption you may have to wipe the drives so dont do it if you have stuff that isnt backed up or that you arent prepared to lose.
Anticheat is moving to demanding secureboot so dual booting wont even work as a solution and neither will a vm with hardware pass through
so that impacts my consideration. Dont really play much multiplayer shooters so I dont have a problem with kernel anticheat games not working.