If you look at the framework subreddit and their forums you can see different setups people are using successfully. I think the only caveats are that Linux doesn't reliably support hotswapping in some configurations (Windows is fine), and if you get a super-beefy GPU you'll still be bottlenecked by other things
with my gen11 i5 framework laptop I did run my mantiz venus enclosure with a gtx980 TI under WIN11 without problems (even hotplug worked) same now with a Radeon 6750XT and Fedora 36 in my gen11 framework (only hotplug does not work, I need to restart, besides of that no problems with wine etc...)
I'll skip a few intel generations and upgrade later then :), the only downside for framework is still the battery life, even with all the tweaking.
I'm running an nVidia GTX1080 in an eGPU enclosure connected to my framework and it works pretty well. Have to disable the Intel Iris card in device manager to get games to use the 1080 and then re-enable it before you undock, but other than that, it's seamless.
I use a Sonnet egpu box with an nvidia 1080ti for casual gaming on a framework 11th Gen running arch.
It mostly worked with minimal fuss. From what I remember, most of the headaches were getting sway and my multi monitor support configured to my liking.
