Sunless Sea, Sunless Skies and Stardew Valley have native Linux Support. For Stardew, even the third modding API works flawlessly for me.
For the other ones, they are reported to run well on protondb.com, which is a good place to check Linux support (not only for Steam games). The reports there usually also list, which proton version works well.
Well, having a domain is basically documenting your IP publicly. It’s not that risky.