Thanks to @Algernon and others Whonix now has the incredibly useful feature of being able to boot in live mode.
The installation is extremely simple: just enter
sudo apt-get install grub-live in the terminal and you are good to go!!
Given the incredible usefulness of this feature, its ease of installation and its low footprint (one package and a few MB of disk usage), I would suggest to add it in the default package list of Whonix images.
This way, booting in live mode would be available out of the box in all new images, without the need for the end user to install it.
I think many users are not even aware of this amazing feature, which is by the way one of the best selling points of Tails (“amnesic” system).