If you're not opposed to messing around in the terminal, Apple's Game Porting Toolkit, which is pretty much just repackaged Wine with some added graphics translation layers, similar to Valve's Proton, works pretty well for the Windows games I've tried with it (usually for more demanding games, like recently I've tried Baldur's Gate 3 before the full Mac release, the issue is that my base model MacBook M2 doesn't have enough memory). It really brings back that 2016 Linux gaming feeling.

Obviously YMMV, depending on what type of game you play. I tend to play old or indie singleplayer titles, they usually don't do any weird shit.