I’ve been using a btrfs partition for my games shared volume. Just install winbtrfs on Windows.
I wouldn’t recommend ExFAT for anything other than a thumb drive used to exchange files between computers. It lacks many features of modern file systems which makes files on it a lot more susceptible to corruption.
I tried installing Bazzite on a couple different computers. It just didn’t work. The Bazzite Portal, which is supposed to come up in first boot, never did. I must have installed it 5 or 6 times.
Clicking on it in the menu did nothing. Running from the CLI makes it come up but one time it just hung on the second or third step with no option to recover (and then wouldn’t run again), and another time it ran through but failed to produce a usable system in any way (again, with no option to recover).
I like the idea but I don’t have infinite time to fiddle with it so now I’m running Ubuntu with auto-login to the gaming user account which starts Steam Big Picture automatically.
It’s as close to a console experience as I can get.
For what it’s worth you can get uBO on Orion browser right now.
Last time I tried to use that browser it was too buggy for me though.