Heroic is a client for GOG and Epic Launcher, so if I install a game from there, I use Heroic.
Lutris is more generic, and has specific script installers per game, so I use Lutris as a fallback if the game is from somewhere else, or the game does not correctly work with Heroic.
Then, as a third fallback, I try to install the game with Wine directly, then add it a shortcut on Steam to benefit from Proton through Steam. In the above cases (Heroic and Lutris), they would be using their own packaged version of Wine/Proton, so it’s worth to try it before giving up.
I’ve bought a bunch of Wadjet Eye games; Unavowed, Gemini Rue, Primordia, Strangeland, Shardlight, Technobabylon and The Excavation of Hob’s Barrow.
And aside from that, Return of the Obra Dinn.
I’ve already played Gemini Rue, and I’m finishing Unavowed.