Ah.
I have so far avoided that specific pit, but that’s because for maybe decades now and still whilst using Windows as my main I’ve avoid proprietary solutions (except for games) and went for Open Source ones instead, which has yielded the benefit that since I moved over to Linux for good a few months ago, I have yet to be faced with needing something I used to use in Windows and not finding a Linux native version.
I’m sure I’ll end up in the same kind of situation you describe.
By the way, have you tried “Bottles”? From what I’ve heard (but did not test myself yet) it might help there and it’s not specifically for games.