I also have a dual-boot, with fresh install of Windows I debloated as much as possible, that I use for games that I can't get to run even after trying protondb.com. However, it has only happened one or two times since I switched more than half a year ago, and I usually just give up on and refund games that I can't get to work on Steam. I have a lot of other things to play, and usually I wasn't that much dead set on playing that particular one. I do make sure to post on the forums of the game when that happens, though.

I've also recently stumbled upon https://windowsxlite.com/24H2ProV2/, which should be a debloated and minimized Windows (4Gb installed size is mindblowing, considering that all my Windows VMs have like 40Gb freshly installed). The site looks shady, but it was recommended to me by my coleague who works in cybersecurity, so I hope he knows what he's doing. I haven't got the time to test it yet, but it does mention that it should work for games, so who knows.