NonSteamLaunchers is a project to help you easily install various external launchers / game stores on Steam Deck like EA App, Battle.net, Amazon, GOG Galaxy, Ubisoft and more. Recent releases have much improved automatic shortcut creation in your Steam Library.
Lutris and Heroic can both add steam shortcuts so you can launch from steam directly.
On mine, these shortcuts cause the game to run behind the steam loading icon, invisibly. :(