On the one hand I like GOG because it has no DRM and has better prices (in my country) than Steam and I have the feeling that on the one hand it follows more the open source philosophy than Steam itself, but Steam has helped enormously to play Windows games on Linux, so I haven’t really made up my mind.
On the one hand I want to buy on Steam for the convenience, but on the other hand I prefer GOG because (in my country) is cheaper. Which platform do you prefer and why?
To give an example, The Binding of Isaac: Rebirth is currently $15 on Steam with regional pricing, but on GOG it’s worth just $6.
Is it just adding the game as external game on steam and then configuring it with the correct proton version etc?
Yep. Can also be done very easily with Heroic Launcher.
Lutris can also launch GOG games in proton