I actually just ordered a GPU for my unRaid NAS server just to be able to do Steam Headless via a nice docker image(1) and then use Moonlight (for example) as a client on my Windows laptop. If it works, it's much better than buying yet another piece of desktop hardware just to play games when my NAS is just sitting there idle most of the time. Just need to make sure I keep the power level setting on the Nvidia card to idle when not in use (hopefully a nvidia-persistenced call will do it).
I spent some (too much) time trying to get pretty much the same thing running using GOW [1]. Was quite a bit harder than I thought, requiring a hdmi dummy plug to get the xserver config right etc.
Oh nice. I've been day dreaming of setting up a server with turn based, hot seat enabled games (like Civilization) and a browser based way to remote into them so that friends and I can play long turn games from anywhere at any time.
1: https://github.com/Steam-Headless/docker-steam-headless