I’ll test GDX live ISO in a Windows Hyper-V VM later today. If I can figure out how to get it on a USB stick and boot that I might try it as a live disk on my Alienware Aurora but dual-booting that box or blowing away Windows is not a viable option. If it was I’d be running Bazzite. 
You only need ISO writer tool (Universal Blue project recommends Fedora Media Writer) if you are going to install Blufin directly on hardware.
If you install software inside virtual machine like Hyper-V, you only need to tell virtualization tool where your ISO is on your host (Windows in this case) path. I am not familiar with Hyper-V, but did quick search and this is probably the simplest video how to attach ISO image to virtual machine.
@znmeb , I have been using a Ventoy thumb drive since Fedora WS 36 or so - just copy the iso to the partition designed for that purpose.
That way I can have 6 or more different ISOs ready and available.
Some people mention that it is needed to select the “Grub2 Boot” Ventoy menu option. Normal or Grub2 both work for me though. Seems to be hw dependent on whether the option selected is important or not.
FYI
Just turn of Secure Boot first so you can boot into it, and you should be fine. I’ve done demos of Bluefin on my work laptop, a Surface Laptop 4 with Win 11 Pro using Hyper-V. You could then turn on/enroll in secure boot, but if you’re just testing/kicking the tires secure boot won’t be necessary.