WARNING: it may cause some issues with bash_history files if not set up properly. If you run a xterm from it the xterm will inherit the command dialog history and so forth. I'm not even using it anymore, but rofi again.
I've just found out that this is possible, adapting from someone who in turn shared some tweaks to use it instead of yet another terminal:
https://www.fvwm.org/Wiki/Tips/XTermRunDialogue/
But instead of quite just that, I have this script:...