I've used all three that you've listed (plus several more).

I generally stick to Bottles whenever I can. It's a very general solution for running windows software on linux, with a nice UI.

I've used it for both gaming & non-gaming applications. Everything from running battle.net on my steam deck, to Alan Wake 2 on my desktop, to running specific Victron configuration software on my laptop for programming my solar inverters.

It's not perfect (occasionally recipes get out of date, and sometimes you still need to go get a specific version of Proton-GE, or download some of their dependencies manually, for example) but generally speaking... It's a pretty good interface.

Keeping all the configuration/dependencies alongside the individual apps is great.

It's much less "Game specific" than either Lutris or Heroic.