When Heroic adds a game to Steam, it’s actually telling Steam to run heroic with a game://gameid argument. So, any such game is already running under the “heroic environment”. Running the Steam entry for the game shouldn’t be much different from running Heroic and then the game.

I think the thing you really needed was to just give the game one good run in Desktop mode. A lot of times, they use their first (successful) run to install various runtimes, and those installers need to make pop up windows (which Game Mode is not very good at). Running Heroic in Desktop mode to install the game, and doing your first run in Desktop mode is usually enough, and you can run the game just fine in Game mode after that.