For sandboxing in Lutris you'll want to have a look at the "Command Prefix" option under "Runner options" - whatever you put there prefixes the command that runs the game, which is exactly how sandboxing with things like firejail works (i.e. you start your stuff from the command line with firejail firejail-args your-stuff your-stuff-args so you literally prefix your command with firejail).

It's possible to configure it game by game and also as a global default for all games which you can then override for only some games (this later is how I run it).

Lutris also integrates with Steam so you can run Steam games from it.