I’m your stereotypical Linuxoid and even I am not refined enough to use it for games.
IMHO it makes more sense to just admit that this is one (single) task which is better done by Windows.
In my opinion, an OS is (and should be treated as) but a layer between the hardware and the application. It’s the application that the user interacts with, not the OS. Hence, the quality of an OS is measured by how well it allows the application to run.
For most (I’d say the overwhelming majority) of applications, Linux does a better job at this. For games – no.
Thus, I do just that – treat Windows as a (thin) layer needed to run games. I have a separate SSD with Windows 10 installed, and on top of it, the only installed applications are games. Whenever I have spare time to play, I physically attach it to the motherboard, physically detach everything else (both operations boil down to pressing a button), and play the game.
Since I use Windows for nothing else – even the process of buying these games is done from Linux – it is physically unable to harm (e.g. spy on) anything important I do. Even if it breaks after one of the updates, the worst thing that will happen is that I won’t be able to play games. It won’t be good, but compared to the utter catastrophe that looms above anyone using Windows for crucial tasks like work, this is nothing.