Yes, it works for me for gnu/linux qubes and Windows qube (with QWT, but it can be irrelevant).
Mostly the same way as you said:
in linuxqube:
- create file of some size, e.g. file
/home/user/mydiskwith size10GiB sudo losetup --show /dev/loop5 /home/user/mydisk
After that you should see a new block device in Qubes Device tray widget.
in dom0:
qvm-block attach windowsqube linuxqube:loop5
Alternative - attach with GUI widget, but I use script.
Now I have a new disk in Windows that I can format. Maybe I formated it in linuxqube, I do not remember that detail.
Note: do not try adding any read-only flags at all steps, because Qubes OS has bug with it in case of Windows target qubes.