

I’m running the games in Linux, using Lutris as a launcher with a default configuration that wraps them in a firejail sandbox (for anybody interested, you add firejail as the “command prefix” under Global Options or in the System Options of the game) which amongst other things blocks networking.
In fact I went and figure out how to do all that exactly because I wanted to run pirated games in Linux in a safe way and you can’t just rely on the lower probability of Windows games of having code that tries to determine if it’s being run with Wine and accesses Linux-specific functionality and files if it is.
PS: That firejail stuff also works for Linux native games (it just wraps whatever you’re running to start the game, be it Wine or directly the game Linux binary).
You can configure launchers such as Lutris to run your games inside a proper sandboxing application such as “firejail”.
Just look into “Command Prefix” under Global Options in Lutris: a sandboxing app like firejail is used by really just running the sandbox app with the original command as a parameter of it, so that means you “prefix” the original command with the sandbox app and its parameters.
You can go as crazy as you want if you do sandboxing like that (down to only allowing access to whitelisted directories). In my case I’ve actually limited networking inside the sandbox to localhost-only.