I think most instances of so-called “hologram” technology do use a combination of a video screen (sometimes projected, sometimes other technologies) reflected by a translucent mirror.
Projecting directly onto a translucent surface would require a much more advanced material, something like the reverse of retroreflection: light coming from one direction (the projector) would need to be reflected omnidirectionally, but light from any other source would need to pass through. I don’t think such a material exists, and if it does, I’m sure it’s not cheap.
