Somehow, this game caught my eye when I was browsing around for games with no submitted runs and I was shocked to see activity in the forum and a freshly-posted guide. So in the interest of sharing for anyone else who might also want to set up this game on a Linux desktop or Steam Deck in the future, I'm happy to report that with some small configuration tweaks I was able to get this working.
Essentially, it's as simple as adding Tenerezza.exe as a non-Steam game and setting the Launch Options to:
PROTON_USE_WINED3D=1 %command%
While the game will work without this launch option on a normal desktop, getting this game to not crash after the opening cinematic in the Steam Deck's game mode does require this modification.
Speaking of the opening cinematic, to get it to show up properly you'll want to use one of the GloriousEggroll custom Proton versions. I'm using GE-Proton8-25 since I had that on-hand. This may also be important if there are similar movie files used in normal game-play or the ending, but might otherwise be optional. I just haven't gotten far enough on my own to verify one way or the other.
While I haven't completed the game yet to verify that there aren't any Linux-specific issues running the game this way, I've had a very smooth experience all the way up to the Nuvola (ヌーヴォラ) boss fight. Hoping to spend some more time with the game soon, and who knows, maybe even give Any% a go! :)