Sounds good :D
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Since Monogame uses SDL and OpenGL, the latter being unsupported in VirtualBox (dunno about VMware Player;; plus no GPU passthrough), you could install Linux on an USB stick (for instance) or any spare partition on a drive (just make sure you don’t let it install GRUB over the Window$ bootloader) to avoid having to have separate machines, but you’ll have to reboot between systems.
If you can compile a functioning RPi2 build, you can almost as easily compile an x86[_64] Linux build on the same go. Hell, you don’t need to compile on a RPi since you can cross-compile even Window$ apps on a single Linux machine.
You can take a look at the GZDoom GitHub, for instance, to see how they’re doing it, if your code uses as little platform-/architecture-specific code as possible like GZDoom.