I doubt the dual boot issue was due to UEFI. It's more likely, Windows was clobbering over GRUB and overwriting your bootloader, as it likes to do. Windows really wants to be the only OS on your drive.

Most reliable way I've ran dual boot systems is to have each OS on it's own separate drive, and then choose with the UEFI boot menu which one to boot instead of choosing in GRUB off a single drive.

As for games, plug them into protondb (https://www.protondb.com) to see compatibility & read through the comments