Installing GOG games on the Deck

I know this is widely covered topic, but at least read my question before you downvote it.

I'm trying to figure out what is the best way to install GOG games on the Deck. There are many tutorials, but all of them are horrible. There is always some sort of limitation, like being able to install games only on main drive, being required to run it through 3rd party apps, meaning you can't add these games as separate in the Steam UI, which also means you can't configure separate controls, and stuff like that.

Is it humanly possible to install GOG games on drive of your choice (with Steam Deck it's pretty much main memory or microSD), and add them as separate game in the Steam UI? The problem is that GOG games installers are .exe, so you can't do it that way. You also can't download it through GOG, since GOG Galaxy is an exe too. The only thing that comes to my mind is copying preinstalled game from desktop PC to folder of your choice on the Deck, and then adding it as external game.