You can install Heroic Games launcher, which is an alternative Epic + GOG front-end (it also works on Windows and is apparently better than the real thing). You can use it to manage the compatibility layers similarly to Steam, but in my experience its function is on a game-by-game basis
As another commenter has said, go through ProtonDB and check all the games you can’t live without
This is also super useful for people deciding what to buy, when the vendor would obviously not be keen to let you plug a USB into their device and boot into the scary Linux