There is an additional step:
WINEPREFIX=/mnt/gamedrive/mywineprefix winetricks dotnet35
If you don't do this before launching it, the game will refuse to start. Obviously replace WINEPREFIX according to the path on your system.
Also, I'm using wine-custom-ge (aka lutris-ge) 6.21-1. I had some weird errors on Wine 7.0 staging