SteamDeckPirates

Yea, they are all EXEs. Some pointers:

• Take the extra steps to verify files against the md5 checksums. FitGirl's process will do this for you before and after install as long as you don't tell it to skip that part. Good way to ensure that you have the right files. FitGirl has been around long enough, and has a great reputation so far. Still, only do what you're comfortable with and corroborate my info with others' experiences.
• I would create a generic wine prefix (using Heroic, Lutris, or even Steam) that you use solely for running the installers. It's a way to sandbox the installer from the actual game prefixes and keep it clean.
• Have the installer decompress the game files to a spot in your home folder, outside of the FitGirl prefix. I use /home/deck/Games. Once the decompression is complete, then you can spin up customized Proton prefixes for each game individually.
• Be prepared for looooooong install times. The larger the game, the longer it's going to take. Just keep in mind that the slowness is purposeful to reduce chances of corrupted game files. It's a necessary inconvenience.
• ProtonDB is a good resource for understanding how a Proton prefix will need to be configured for a particular game. Things like the Proton version and any Visual C++ libraries, etc.

Option 1: Search for it on Steam and see if Valve have confirmed playability.

Option 2: Search through ProtonDB for community notes and tweaks that might help run games better.

Option 3: If you really want to play a game, but it isn't listed on the above 2, then it probably won't run. However, you can always fall back to double-checking system requirements on the game's Steam Store page against the Deck's specs.

ETA: Some times, even what's listed as playable just can't be played for one reason or another from a FitGirl repack. For instance, I really want to play Assassin's Creed Odyssey again, but alas it simply will not run no matter which repack I get. Some times that's just the way it goes, unfortunately.