I use the native heroic.

I just click add game, then have to select wine 9 for installation. Choose a prefix path to your liking, click run installer. Take note of all redistributables wanted, but deselect them. Install the game wherever you want.

Afterwards, go into the games settings, select GE-Proton-latest instead of 9-27, and if the game wanted to install any redistributables except DirectX, click winetricks. Visual C is called vcrunxxxx, where xxxx is the latest year, dotnet is called dotnetxx, where xx is the version. Most of the time you are fine with installing only the latest visual c runtime wanted by the game. Older games might need different things - look them up on protondb.

I went for native Heroic because I had issues getting heroic, gamescope and the performance overlay to play nicely with each other.