The one feature that would encourage me to buy more of their games is a "install into steam" script with each game. It's a massive pain in the ass making my gog games run on my steam deck.
I keep meaning to write a script to do this to ease that pain.
Apart from that though, it works just fine on the Steam Deck.
One big annoyance is that to browse community controller configs you need to change the name of the game to it's steam numeric id (which can be found in the URL for the equivalent game on steam website).
I'll try heroic.
I try to buy gog versions but sometimes I just think "when will I get time to configure this, I could just buy the steam version"