It's still a bit rough around the edges, as the best compatibility is found in community Proton forks you need to install manually, plus the need for out-of-tree drivers and non-standard bluetooth module config flags to get game controllers to work reliably.
(OTOH, you're stuck with a similar driver mess if you want a DualShock or JoyCon on Windows, so w/e)
But it's gotten a lot better than it used to be.