I tried going down that rabbit hole once, and it seemed to break things (although I didn't spend a ton of time on it). I own it on Steam too, so I can play custom songs via that. It's just that's tied to my computer upstairs and I usually prefer to play untethered in my living room.

Most of my custom songs on the Quest I've done have actually been for the game Ragnarock, because it doesn't require sideloading anything, just copying files onto your Quest from your computer. That one is quite fun also.

I also have my computer upstairs and Quest in living room, but found that playing through Virtual Desktop works very well.

It does give extra peace of mind having the games run locally on the device in case of connection issues, and to avoid the occasional need to run upstairs to fix something.

Haven't really tried gaming using Virtual Desktop, just browsing on the computer. Maybe I should give that a try sometime.