We do support for a commercial Linux desktop program that gets primarily run on Windows clients. We use VcXsrv (a X-Server for Windows) for that.

I'm wondering, is it/will it be possible to forward a Wayland program like you can a X11 program? Or will we have to go back to NX/X2Go/VNC/RDP solutions and login to a whole desktop environment?

Microsoft has some wayland stuff already for WSL, though I think internally there's RDP involved: https://github.com/microsoft/wslg