I realize this post may be useful to about three other people in the world, but sharing is caring.
What I wanted to do
The standard way to accomplish this is to install PlatformIO in VSCode for Windows and you’re done. However, I’m a bit of long time *nix user and really like my PlatformIO + Git workflow in that environment.
WSL sounds like a great option for this case, but unfortunately from what I’ve read, serial communication doesn’t play too nicely without a bunch of hoops to jump through.
To keep things (somewhat) simple I installed a Linux VM through VirtualBox and added a USB Device Filter for the attached Arduino Leonardo so it would be forwarded and accessible by PlatformIO. Using VSCode as my editor would still be possible thanks to its awesome remote features.