A workaround that works for me using Steam:
- If it's a non-Steam game, add the executable to your Steam Library in Windows
- Start Steam in the Windows VM
- Start Steam for MacOS
- Select the Game you want to play in your Library, and choose "Stream" in Steam for MacOS
-> Steam will stream the game from the VM to MacOS including controller support
Tested with Mirror's Edge bought through GOG.
- If it's a non-Steam game, add the executable to your Steam Library in Windows
- Start Steam in the Windows VM
- Start Steam for MacOS
- Select the Game you want to play in your Library, and choose "Stream" in Steam for MacOS
-> Steam will stream the game from the VM to MacOS including controller support
Tested with Mirror's Edge bought through GOG.