Not sure if this is what you’re looking for, but you can add Nested Desktop as a non-Steam game and access it from Gaming Mode. Makes it so you can switch between games and Desktop without having to exit the game too. You might have to tinker with controls and the dim/sleep power settings.
I’ve mostly been emulating lately. I’ve been playing Quest for Hat, which is an Earthbound rom hack, and Donkey Kong Country 2 since those have RetroAchievement’s achievement of the week and achievement of the month respectively.