On linux, just use the mingw c/c++ compiler and run/debug under wine. When it's time to run under windows, I compile under cygwin's mingw, and that usually just works.
I'll edit later today when I get a chance and post my makefiles / compiler opts to github.
If you need clarifications, just post a comment there.
As for faster, VS2017 takes minutes to load on my machine (which is fairly beefy BTW). Even back when VS was fast, I could still work faster with the old userland progs like vim, grep, make, etc...
Most Delphi and Win32 API apps run without a hitch, and developing under wine with mingw seems to go faster than using MS Visual Studio on Windows.