It ran smoothly on my setup (Latest Windows 10 + Docker CE).
Which Powershell Version are you using? I used v1 because this worked out the best to my experience.
I don't know about a way to connect directly.
What comes to my mind as alternative is to use a VNC solution (installing xfce and tightvnc) and then connect.
Maybe there are better X11 solutions for windows with better performance that I don't know about :)
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