I am in process of experimenting with using the Windows Subsystem for Linux to compile for Windows using the Wiki instructions. Those instructions are not enough for the compiling with this Windows Subsystem, but I've got just enough Linux knowledge to work around that.
Current progress: I'm seeing positive results in the terminal. It seems to be building successfully. :)
jacob2:
Simon already confirmed that you could compile Linux binaries using this. I thought I required no changes. The changes required should probably be simple though, if any.
Well, I managed to do cross-compiling to Windows from the Linux subsystem in Windows.