comma or period before 'which' [relative pronoun]: He bought... Which

They would have played tentatively, which in hockey is a sacrilege.
They would have played tentatively. Which in hockey is a sacrilege.

He bought a brand-new Beemer, which means he is rich.
He bought a brand-new Beemer. Which means he is rich.

I don't think a sentence starting with "which" is an independent sentence.
So I guess the first one of each set is grammatically correct. Am I right?

If so, I want to know if the second one of each set is also grammatically correct.

Yes. Go with the commas.

In answer to your question - technically no, the second ones are not grammatical. However, writers can and do use the structure for effect. Not to be advised for formal work [such as examinations].