With something like https://gitlab.winehq.org/wine/wine/-/merge_requests/1324 (though it is just a proof of concept and I have no idea what impact it may have except that it works), I can improve performance almost up to the non-PE version:
* Brink (32-bit, GL, id Tech 4): 550 fps, 3% CPU -> 480 fps, 12% CPU **-> 540 fps, 4% CPU**
* Shadow Warrior 2 (64-bit, d3d11): 75 fps, 2% CPU -> 50 fps, 20% CPU **-> 65 fps, 9% CPU**
* Hat in Time (64-bit, d3d9, UE3): 220 fps, 5% CPU -> 215 fps, 10% CPU **-> 220 fps, 7% CPU**
* Obduction (64-bit, d3d11, UE4): 85 fps, 30% CPU -> 80 fps, 30% CPU **-> 85 fps, 30% CPU**
(I dropped Control because it didn't have any effect and its rendering was broken in all cases)