An alternative is to bind mount the appcompat folder from your linux steam into the steam library on your windows drive.
I really hope Bazzite manages to smooth out the last few snags and use cases for dual-boot so that I can recommend it to more non-techy people without needing to explain stuff like this or the unintuitive process of importing installed windows games into Lutris.
Brew for native commandline apps, Distrobox for software that runs on other distros. Boxbuddy (GUI) is an easy tool to create and manage distroboxes, and the default terminal app, ptyxis, allows you to switch distros easily from the top-left dropdown.
And more options in the Bazzite docs https://docs.bazzite.gg/Installing_and_Managing_Software/