I personally prefer lxss. While it has some limitations, I am yet to face issues with rust projects. You can also use Intellij-based IDEs with a rust plugin and run `bash` in the command prompt accompanying the IDE. It feels like working on Linux ^_^
You dev on linux, try your best to write in a cross-platform way - then only once you've got something that works and you're fairly motivated to actually do something with it, go through the hassle to make a Windows build.