I've had easy success running the installer, launcher, and game with proton. No effort required at all, in this case. Just make sure you install proton from steam. I wrote a quick and dirty script to invoke the latest installed version of proton to run whatever I want. Be sure to change STEAM_COMPAT_DATA_PATH to wherever you'd like to store your pfx data.
#!/bin/env bash
get_proton() {
local base=$HOME/.steam/root/steamapps/common
local newist="$(find $base/Proton* -maxdepth 0 -type d | sort -k2Vr | head -1)"
proton="$newist/proton"
}
export STEAM_COMPAT_DATA_PATH=/nvme0/proton/pfx
get_proton
"$proton" runinprefix "$1"