@artemis :-
I can only speak from my own experience. However....
I'm no gamer, though I occasionally waste the odd half-hour with various indie FPS titles. One of my favourites is "Xonotic", which has been around for years. (I developed a vague interest in these types of things from a mate; I spent a lot of time round his house in the late 90s, and he was always playing stuff like Doom on an early PS1.)
Xonotic was ported to Linux almost from day one. The Linux version runs fine on almost any reasonably modern Puppy you care to name.....realistically, anything from Xenialpup onwards. It's always been available as an 'all-in-one' package, containing Linux 32- and 64-bit variants, Windows 32- and 64-bit variants, and for MacOS, too. You just fire it up via the appropriate launcher.
The folks over at PortableApps.com have turned it into a Windows 'portable' package.....and even this runs pretty well under Wine. In my 64-bitzers, all I do is use the WINE AppImage that trister found for us over at Github:-
viewtopic.php?t=1754
....which is easy as pie to set-up, despite having to be done manually (just 5 simple symlinks if you're using an existing WINE 'prefix', or 3 if you're setting-up from scratch).
I can't speak for AAA-title games. Never bothered with 'em.
Mike.