Just do it. On reasonably capable NICs and switching hardware it's a non-issue and has been for a while.
Indeed, and MTU discovery seems to do its job. The whole idea of having to set the whole network to the same value seems to be redundant.
The Server happily sits with a 9000 MTU, the 10Gbit client also at 9000, the 5Gbit at 6000 and the rest of the network still at 1500.
Considering the server is then routed over a VPN via pfSense, its not like I wouldn't have noticed MTU issues by now.
The most frustrating aspect is Windows 10, why they have to make changing the MTU so awkward I do not know. I can set it in the driver for the 5G adapter but for some bizarre reason they only have three pre-defined settings, none of which are optimal from my testing above. Of course I could also set it from the command line, but Windows has a nasty habit of re-detecting as a new network for no apparent reason (possibly pfSense updates throwing it off?) which then means its not using the old settings.