I do have a workaround though. You can add the game to Steam and then create a desktop shortcut via Steam. I've only tested this with the apt install of Steam though. I wouldn't consider this a proper solution but it should work for most people playing games as most people use Steam.
If you open the working shortcut with the text editor you can use its content as example for other shortcuts, you simply apply the same code lines to the other ones but changing the files paths accordingly.
Found a solution. I tried doing this earlier but I think I must had missed a step which involved changing the heroic-run part to the absolute path of my heroic games launcher app image. With this you just add a desktop file, add to your mimelist, and shortcuts just work as intended. Here's the link for anyone interested.