Similar question... what is your experience using a PCIe splitter on an M.2 to PCIe adapter like this? https://www.amazon.com/gp/product/B07C79YLD9/

Most M.2 slots support 4 lanes of PCIe.

I don't have that advantage so I would need to purchase a secondary APU?

No

Just any CPU with a dGPU (AMD/Nvidia) and this $9 M.2 to PCIE or this $7 adaptor.

Plug in the GPU to an external PSU and short the green and black cables on the 24-pin adaptor.