Heroic works really well. I've just installed it myself recently, motivated mostly by a desire to finally play the free games I got off Epic. I've only installed two EGS games so far - Civ 6 and Guardians of the Galaxy - but they're working perfectly, running via proton.

The experience is so good I was actually inspired to buy my first game outside of steam in years, namely Wartales which I just bought yesterday on GOG. Installation is a breeze, it runs under proton, and as far as I can tell it is running perfectly.

I sort of prefer Heroic to Steam in fact, because it starts almost immediately - no waiting around for 30 seconds while it tries to connect to the Steam network etc