VirtualBox?
Not sure if it works on Catalina but back when I used my 2012 MacBook Pro with High Sierra I was running Windows 95 on it for nostalgia's sake. Ended up EOLing the hard disk though (although SMART had been in FAIL mode for months prior--just happened to be using VB when it took a dump.)
VB runs as an app so no rebooting needed. Good luck getting external hardware to work though, such as a Gamepad, since I could never get VB to talk to any external device, only internal virtualized hardware such as video and wifi.