Have you tried using Heroic? I don't use it on the Steam Deck so maybe I'm missing something, but I use it on desktop linux all the time and it's been seamless for me.

Lutris and when that fails, manually doing it myself.

One big annoyance is that to browse community controller configs you need to change the name of the game to it's steam numeric id (which can be found in the URL for the equivalent game on steam website).

I'll try heroic.

I try to buy gog versions but sometimes I just think "when will I get time to configure this, I could just buy the steam version"

The Steam client has to restart in order to pick up the newly added external titles, at least last time I tried. In gaming mode, restarting the client means restarting the system, which is ever so slightly annoying.

Apart from that though, it works just fine on the Steam Deck.