You can still make shortcuts to your steam games to launch them outside of steam. However I have noticed that the Blizzard launcher doesn't seem to fully quit after quitting the system tray icon, I have to click stop game in steam. I guess I still prefer this to having unused wine/proton process running in the background.
Installing battle.net in steam is really easy. Just add non-steam game in steam and choose the battle.net installer, then right click on it in steam and click properties, then compatibility, and choose Force the user of a specific Steam Play compatibility tool and choose Proton Experimental. Then just run it and install it like normal. Once it's finished you just repeat the process for the actual installed battle.net program or whatever blizzard game you want. With this, you don't have to mess with running custom commands. The blizzard launcher will be located somewhere like "/home/me/.local/share/Steam/steamapps/compatdata/2806461641/pfx/drive_c/Program Files (x86)/StarCraft II/StarCraft II.exe" where the big number after compatdata is something else. You can run the command find ~/.local/share/Steam/steamapps/compatdata -iname '*battle*.exe to help find it. Also you can tell Steam to always use proton experimental if you want, it's been good to me. Good luck!
What launching Battle.net through Steam feels like ( lemmy.ml ) Englisch
WINE_SIMULATE_WRITECOPY=1 %command% + Proton Experimental = working Battle.net