While we don't support using 125W CPUs if passive cooling is involved, it is technically possible to push the (thermal) envelope. 125W passive solutions include the Streacom DB4 case, the HDPLEX H5, and the Noctua NH-P1 CPU cooler. Another solution is to wait for the 65W and especially the 35W Alder Lake desktop processors which should be widely available early next year. Stay tuned.
Image credit: @TTakaaki0221