Yes I using gog games on my deck, they work fine! Think about it this way, windows is shitting the bed and if it takes a second to navigate a linux desktop to install a program... well you are helping your future self out who is going to have to learn linux anyways lol.
"Jokes" aside once you add a non-steam game to the steam launcher, you are good to go. There is even a decky plugin called decky-SteamgridDB that lets you very very quickly add community/fan artwork to your non-steam game entry to spruce it up with artwork, icons and a custom banner so it looks like an official steam game does from the steam launcher in Gaming mode.
https://github.com/SteamGridDB/decky-steamgriddb
Check out the hero launcher
https://heroicgameslauncher.com/
Also the Decky plugin junkstore
https://github.com/ebenbruyns/junkstore
Recently I have been experimenting with running all kinds of professional software outside of gaming contexts on my Steam Deck (using gyroscope to make mouse driven interfaces a breeze). I have made videos in Kdenlive, edited images in GIMP and Inkscape. I threw a geology paper into GIMP, extracted some figures and pulled them into Blender and created a three dimensional visualization for a paper about plate tectonics. I got Emacs and the Emacs distribution Spacemacs working totally fine on my steam deck to take notes in org mode (and have a decent letter input keybinding scheme that doesn't require touchscreen input). For more sane human beings, Logseq also works amazing on the Steam Deck in gaming mode (and is an awesome piece of software in its own right).
Jupyterlab works great on my Steam Deck, and I have used it in conjunction with seismic signal analysis python packages to mess around. GNU Octave works great too.
QGIS and JOSM (java based open street map editor) both work totally fine on the Steam Deck too.
I am using all this software mainly by adding it to steam as a non-steam game and staying mostly in Gaming Mode just because I actually much prefer the focused nature of its windows to a normal desktop with fiddly windows you have to click all over the place on to do basic shit (I like window managers on desktop OS like I3 or whatever). I can also work on ideas anywhere in the house without having to literally be at my desk.
So yeah... in my opinion? Not a hassle. Not perfect, but good enough that any friction you encounter isn't going to stop you if you end up loving the experience of using the deck. I am a weirdo, so take everything I say with a grain of salt, but I am not someone with a superhuman amount of patience to DIY everything myself. I wouldn't be doing any of this stuff if it was frustrating past a certain point... and honestly it just isn't that frustrating to do especially when you compare it against the constant enhittification and bullshit non-free operating systems are constantly making you tolerate more and more these days.