I'm curious which ones you had trouble with? I switched last week, and have been testing all the games in my library. I'm quite impressed with how all of them just work with zero or little tinkering. The only games I haven't been able to play are the ones with anti cheat that explicitly deny Linux.
In Proton: Age of Empires 2 DE multiplayer went out of sync which ends the game. BeamNG Drive (now Linux native but wasn't a year ago) took 20min to preprocess shaders, then was laggy compared to Windows on the same machine, then reproducibly crashed from a memleak. Both were known issues on ProtonDB, but the rating still said "gold," so I stopped trusting the ratings.
Dolphin is Linux native. Works fine except for the huge input lag using GameCube controllers (via wii u adapter which is the only solid way), which means I can't really use it. Known issue with some driver, I tried a kmod to overclock it but no dice.