Run thru the steps listed here exactly as they are: https://overkill.wtf/how-to-play-legend-of-zelda-links-awakening-dx-native-pc-port-on-steam-deck/https://overkill.wtf/how-to-play-legend-of-zelda-links-awakening-dx-native-pc-po...
I hadn't done the "right click -> add to steam" part and instead did it myself thru Steam's "Add non-steam game" and it wouldn't work.
I deleted that non-steam game and tried again, following that guide to a tee and it worked, otherwise I was getting stuck on .net installer crashing.