The only lingering issue I've found while playing on the steam deck is that a lot of DX8-9 games are somewhat missing a few shaders and lighting effects, I guess due to the way wine approximates them. Usually the dgvoodoo2 dll wrapper is good enough to restore them.

It's quite hard to find a game that doesn't work at all, the most common cause usually being an external launcher trying to mess with the system in ways that wine doesn't agree with.