Generally speaking gaming performance is better for the Windows versions of games (plus, of course, you have a much wider selection of games in the first place). I have historically run a Bootcamp install on my MacPro 1,1 with upgraded video card, but a couple years back I just built a dedicated Win7 gaming rig and that's worked well for me.
However, both myself and my daughter game on Mac Laptops using Bootcamp with excellent success. Since you are concerned about space, here is what I did on her system (13" Retina MacBook Pro):
a) Internal storage (256gb) split 75/25 (ish) between Mac and Bootcamp. Mac OS, Applications, and user files installed on Mac partition. Windows 7 on the Bootcamp partition.
b) 256gb high-speed XDSC card ($110), reformatted and split 50/50 Mac and Windows (NTFS). Games for Mac (plus other big files) installed to Mac portion. Windows Games (windows is only used for games) installed to Windows portion.
Works great and was an inexpensive solution. She runs DAO, DA2, Fallout 3, FNV, Skyrim, etc. etc. and it all runs great, speed-wise feels as if she's running purely off the internal SSD.
Hopefully that gives you some good ideas. (BTW, I've never seen a single game run well in virtualization, period. I'm sure it works OK for some older games, but gave both Parallels and Fusion another chance recently and both failed spectacurarly even on somewhat older games such as DAO).
Sure, that's great for the casual gamer and I hope publishers continue to produce Mac ports, and BETTER Mac ports. But until then there is still a massive, and I do mean MASSIVE performance penalty when running the Mac port of a game instead the Windows version on identical hardware. That's just the (unfortunate) truth of software optimization. I actually just posted this (somewhat off-topic piece) the other day in a different thread (about the whole Steam fiasco and Apple's reasoning behind denying their iOS ):I always play native on macOS. Metal is a game changer finally.
Check my eGPU setup: