I do not know of any with "on-property golf," as the courses are usually a short drive away.
We have played many of the courses on the Gulf Coast, but only two that were affiliated with Resorts/Casinos. The longest drive was about 30 miles north. The favorite of those was the "Grand Bear Course," when we stayed at the old Grand in Gulfport.
Also, we have not played the Coast, post-K, so not sure exactly what might exist now. There WAS a course that was close to one of the Bay St. Louis/Waveland Resorts/Casinos, but we did not stay-play. Back then, the course sounded very interesting, but we just never made it.
Wish that I had something much more current to add to the reply to a very logical question. Hope that some of the locals can fill you in better.
Travel safely and enjoy!