I do it the hard way by using Arch and stock Wine so I have no good suggestion for you. Proton seems to work well and is therefore popular so find out what distro it can be easily used from and pick that. Perhaps it comes as part of the bundle with the Steam client.

All I know is that native Linux games from GOG work well for me and Wine fills in the gap for older things.

[EDIT] The idea about using different drives for Linux and Windows is a good one.

I do it the hard way by using Arch and stock Wine so I have no good suggestion for you. Proton seems to work well and is therefore popular so find out what distro it can be easily used from and pick that. Perhaps it comes as part of the bundle with the Steam client.

All I know is that native Linux games from GOG work well for me and Wine fills in the gap for older things.