@zero The way I used to do it is first remove all drives besides the one designated for Windows. Install Windows. Then connect all the drives, fully set-up Windows (drivers, programs, everything). Finally, install Linux on a different drive, and have it put it's bootloader on that second drive.
Set bios up to boot from whichever drive I wanted by default, and I would use the boot drive selection keyboard key if I wanted to boot from the other one.
It generally worked well, but the condition always was to install Windows first, or at the very least disconnect the Linux drive if I was doing a reinstall.
Linux respected where I choose to install bootloader. Windows... not so much. Don't remember encountering many issues with Windows breaking bootloader on updates while I was doing all this. But then again, by this point I was relying less and less on Windows already.
@RustyCrab @zero
I think in my case, because their respective bootloaders were on separate drives, and Windows was never booted via Grub, Windows would generally not look to touch Grub... but honestly, it's been so long since I've done this, that I can't guarantee I remember everything that did or didn't happen during that period of time.