I’ve basically done this for games and other programs using this desktop file:

[Desktop Entry]
Name=Run with Bottles
Comment=Run directly with bottles
Icon=com.usebottles.bottles
Exec=bottles-cli run --bottle Gaming --executable %f
Terminal=false
NoDisplay=true
Type=Application
Categories=Utility;GNOME;GTK;
StartupNotify=true
StartupWMClass=bottles
MimeType=x-scheme-handler/bottles;application/x-ms-dos-executable;application/x-msi;application/x-ms-shortcut;application/x-wine-extension-msp;
Keywords=wine;windows;
X-GNOME-UsesNotifications=true

Save as runwithbottles.desktop in ~/.local/share/applications And remember to change --bottle Gaming to whatever bottle you want to use.

Now you can run any .exe by double clicking on it. If you associate it with ‘Run with Bottles’ This needs bottles to be installed, but allows you to run executables with Proton or Proton-GE too.