I've had mixed success, but probably mostly as a result of it just being fussier to use Heroic and Lutris. Expect to go look up the game on ProtonDB and pay with settings.
Also, the downloading is less robust. I know with Cyberpunk 2077 from GoG, it took several tries before it downloaded successfully.
Overall, the experience of playing a Deck verified Steam game vs. the same game from GoG is like day and… dusk. It works, sometimes with little intervention, but expect to fiddle more.
As an aside, GoG should just support Heroic or Lutris development, and get them to have some streamlined "Community Settings" feature, letting Heroic or Lutris pull and apply an automated settings file.