I can't speak for GSM2 specifically, as Yoyo Games is maintaining that integration. But on the desktop, you are unlikely to run into big performance issues with a 800x400 Spine skeleton. How many skeletons you can display at the same that depends on the complexity of the skeletons. Things like number of meshes (and number of their vertices), number of bones and constraints, and so on all influence the time needed to update and draw a Spine skeleton on screen. You can find general information here:
Metrics view - Spine User Guide: Performance
At the end of the day, you'll have to benchmark your specific scenario. Create a skeleton with the complexity you are aiming for, then setup a simple scene where you draw as many instances of that skeleton as you think you'll later need.