I'd suggest going Unraid machine with a E5-2680 V3 for example,
those CPU's go super cheap on aliexpress and you can buy a motherboard / memory relatively cheap too.
12 cores 24 threads means you can create 5x 4 thread VM's
You can get this setup relatively cheap (depends on the hardware you want for it ofc...)

Or if you have a 3900x you can just set this up as your main gaming machine + VM's.

https://www.youtube.com/watch?v=LXOaCkbt4lI

example (though this one is obviously overkill)