"I can have my notebook as a CheckPoint"
that's a nice sentence !
but back to your question:
1. if you can handle your laptop's interface's configuration (routing wise)
2. if you can handle virtualisation of Security Gateway and Management all-in-one VM
3. if you can handle your processing power on your laptop ... manage it well in order to distribute resources so that you can use your laptop normally apart from the VM and it's NIC's associations ...
this may theoretically work. I've seen it working on Tom's Kendrick's (old UK SE) once I was working with him years ago but as far as I remember this was purely done by CP SE so not sure you'll be able to beat that
Customisation of your laptop though seem inevitable hence my concerns whether it is actually worth a hassle.
Alternative option would be to have small appliance, made all-in-on and hooking it up to the Customer's network.
that would probably set your laptop free and you can demonstrated whatever you need to demonstrate to the customer utilizing little device instead.
think about it, all depends on a budget (licensing wise I think you know you can have 30 days free evals) etc.
good luck and hope it clarifies things a little.
Jerry
Jerry