I use RetroDECK, which in turn uses the left-hand trackpad on the SteamDeck as a ‘radial dial’. I touch it, then select ‘quick’ then select ‘save’ - and it then makes an instant save state. So I don’t have to use any menu or loading point. I just start a game, then use the touchpad to ‘load’ that state and it is instant!

Save anywhere, any time. And load the same way. :)