I will be very interested to hear responses on this.
Is your Windows Portable XAMPP on a thumbdrive? and you wish to plug-in on your MacBook (in Mac OS mode)?
If yes, my 'guess' is 'not likely' -- unless you are running bootcamp (or some lineal descendant).
The option of placing ONLY the database and DocumentRoots on a portable device to share between the MacOS and Windows would be in the "vewy, vewy, twicky" department as Elmer Fudd might have said. Mostly because of the MySQL binaries issue.
This is the likely answer:
You could just remotely connect to the XAMPP Windows instance and make your SQL connections remote ones rather than local.