A first step would be to get native LV2 support (even if it doesn't make much sense because there are few such plugins on Windows, but that code would have to be written first anyway). Then we can extend the plugin bridge to handle plugins outside of Wine as well.

presumably these would have better performance as well, being native code that doesn't have to go through wine?

Wine Is Not An Emulator. Running a plugin inside Wine does not give you any performance penalty, so bridging Linux plugins from outside of Wine into OpenMPT would be more likely to actually decrease performance.