Here is a comment I made in another thread:

For pirated games, I recommend Bottles installed as a flatpak. That's because it has a per-game toggle for sandboxing the app, not giving it access to your complete home folder and optionally no network access or audio output.

Even when using trusted sources, you can never be safe enough. Bottles with sandboxing will at least protect your files from crypto trojans and prevent you from becoming part of a botnet. It should not have any impact on performance.

Remember to put all installer files anywhere inside the prefix folder, otherwise sandboxing denies access to them. After creating an empty game entry in Bottles, check the 3 dots menu for the option to open it in your file explorer.