I was able to install openxcom extended on the steamdeck using the windows auto installer. I havent tried xcom files or piratez yet but if openxcom extended works, im sure they will as well.
Essentially i followed the steps located here
https://www.reddit.com/r/Xcom/comments/w7118v/modding_xcom_ew_with_long_war_on_steam_deck/but instead of using the long war installer for XCom:EU, i used the windows installer for openxcom extended. Worked like a charm.
In a nutshell, the steps are...
1. download the windows based .exe installer
2. add the .exe installer to your steam library as a non steam game ( while in desktop mode )
3. set forced compatibility to Proton 7.0-4
3. run the newly added installer using steam's 'play' button.