One very big tip: Don't jump on the newest drivers for optimizations. Let them sit for a while, find out how they're going for other users. A fresh Zorin install with modern Nvidia drivers right now will get you 550. 555 also seems pretty stable. 560 works for some people and is a nightmare for others—some things that work on 555 for me just don't even launch with 560, and I'm not alone there.
Using Bottles is also an option for non-Steam games for which you have an installer. It has a couple of advantages, like containerizing your WINE config on a per-bottle basis, so if you need to screw with WINE settings, you only work on one bottle without adjusting anything else, and easy cleanup (delete the whole bottle if you don't want to keep anything in it). I've had more luck with it than with other methods, but it's also more work to set up, so if you don't have a reason to avoid Steam (easiest choice if your games are Steam games in the first place) or Heroic, I'd stick with those unless they don't meet your needs somehow. I've had weirdly bad luck with Lutris, which is why I started using Bottles in the first place, but it's well liked by the community, so I'm pretty clearly an outlier there.