Whatever works for you. Just do it. It is convenient as f when you are just starting. You can always improve incrementally later on when (if) you encounter a problem.
Too much noise/power costs to run a small thing - get a pi and run it there. Too much impct on your desktop performance - okay, buy a dedicated monster. Want to deep dive into isolating things (and VMs are too much of a hassle) - get multiple devices.
No need to spend money (maybe sponsoring more e-waste) and time until it’s justified for your usecases.
Damn, they don’t send to NL :(