Right click on the game in your library and choose Properties. Then click Compatibility and tick "Force the use of a specific Steam Play compatibility tool". C

Right click on the game in your library and choose Properties. Then click Compatibility and tick "Force the use of a specific Steam Play compatibility tool". Choose a recent version of Proton. You only need to do this once and then try the game as normal. It's not guaranteed to work with everything but it's worth a shot.