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What you are looking for is gpu pass through. You can do it with integrated graphics as well as dedicated. There is a lot of good documentation out there for proxmox to do this.
I would totally start with a hypervisor. The ability to spin up a new VM for an experiment or project far outweighs any downside. I use proxmox, but that’s mainly because it was the thing to do when I was starting out. There are a few options out there, including installing Debian and running kvm/qemu, which is basically what proxmox is. They all have the same functionality, just different UI/features. Lxc containers in proxmox help a lot as well, when you have a small service you want to run but don’t want to take up a VMs worth or resources. These also helped a lot.
Good luck
Just gonna add a bit here. I haven't used proxmox, but I do have a GPU I assign to QEMU/KVM virtual machines. The arch wiki has an article that helps a lot, for anyone who wishes to try this. I have also found that the virgl drivers allow for sufficient graphical performance for video decoding at high resolution, so that is another potential option to explore here that doesn't involve allocating the GPU to a VM.
I ran an Ubuntu server with qemu and virtmanager as my first set up, because I wanted to learn how it worked at the core rather than just learning the cut and paste of most proxmox tutorials. Ran it for about a year before I switched over to proxmox, brought all my VMs as well.
It's important to note that you will need 2 GPUs ( 2 PCIE or 1 integrated and 1 PCIE). One GPU is needed for Proxmox and the other can be passed through to the VM.
If you are running a hypervisor, running headless would be perfectly ok with a webui or remote utility like virtmanager. I was making the assumption OP was not doing this on a main rig.
Surprisingly this isnt actually needed. It makes it easier to setup, but isnt required beyond that (and some bios need one plugged in to boot but that won't be an issue).
My current setup is 2 nvidias both passed through to separate VMS, then I just use another PC to access the web console. My ideal setup would be a VM that launches itself when none else are running, to allow a graphical output even with the host headless