Yes both launchers can use proton-ge as a wrapper similar to what steam dose.

As for recommendation, pick what you like. Both programs fill the same function and are both FOSS. Heroic has a nicer interface, Lutris has an option to show logs while you are running a game that can help with debugging if the game doesn’t work for some reason.

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Not at all, I have been running Linux for years now without any issues. Lutris and Heroic Launcher covers all my pirated gaming needs.