At least on Arch Linux, I've gotten a heavily modded Skyrim to run just fine (tbh, even better than on windows), so it should definitely be doable, although perhaps a bit tricky.
This was with a vanilla wine & some winetricks and a quite old Skyrim base game, though, so not sure about the newer Skyrim iterations.
Just to note, Tillitis (the company behind this) was spawned by Mullvad: https://mullvad.net/en/blog/mullvad-creates-a-hardware-company