Dual boot Windows + Linux with encryption

I'm quite sure it is possible to achieve a dual-boot system with Windows and Linux where both are encrypted on only one hard drive, unfortunately, I did not achieve it.

As a solution, I bought a second hard drive, installed Windows on it with BitLocker. Unplug it, plug the second hard drive, installed Linux with cryptsetup on the whole hard drive. Shutdown, plugged both, boot in Linux (configurable in your BIOS to know which one to boot), update grub, something like "sudo update-grub", it will automatically detect the other hard drive as Windows. Then when you reboot, you will have the GRUB interface, no password asked but after you select Windows or Linux, you will be asked for the password of the encryption. It's a perfect solution but you do need 2 hard drives.