In my personal experience, the only games that don’t work are those that explicitly choose not to :

• Fortnite
• PUBG
• Roblox
• Valorant

I’m not much into competitive games myself, so the only one that’s inconvenient in this list to me is Roblox. There are a few really fun games on their platform that I wish I could play on Steam Deck, as used to be possible.