Sonic Generations in particular says three.
However, games with the pop up that says 'Installing DirectX' as they boot in Steam don't work - they start to boot and then stop immediately. Overwatch, RollerCoaster Tycoon 2, and Portal 2 all run perfectly fine - heck, Portal runs better than it did in Mac mode.
I'm running an Early 2015 MacBook Air with Intel HD Graphics 6000 and an Intel i5 processor with 8GB of RAM with Windows 10 64-bit through a Boot Camped external drive.