proton with steam and add the cracked games to steam though that carries a significant risk of a ban

Never heard that, and can testify that's absolute nonsense.

For anything outside of steam,epic etc you can use Heroic Games launcher (i personally use it for Epic Games,itch.io and games outside of Steam)
Ik it's a Epic Games,GOG and Amazon Games launcher but it works for Games outside of any store

I'm going to assume you're using official, paid-for GOG offline installers. Other installers will work the same way.

I have a directory for non-Steam games mounted at /games. Every game has its own directory, and a game and prefix directory for the game content and the wineprefix respectively. For example, for Cyberpunk 2077 you would run mkdir -p /games/cyberpunk-2077/{game,prefix} to create the directory tree all at once.

To install the game, I simply use wine to execute the installer with the prefix directory set as the wineprefix: WINEPREFIX=/games/cyberpunk-2077/prefix wine SETUP_FILE_NAME.exe. The root filesystem will be mounted as the Z: drive -- use Z:\games\cyberpunk-2077\game as the install path.

I use Lutris to launch the game. Add a new game, choose "Locally installed game", then set the executable path to the game's main executable, the working directory to the game directory (usually works, some games expect a different working directory), and the prefix to the prefix directory.