steamsync can import Epic Game Store, Xbox/Windows Store, and itch.io games into Steam (as non-Steam shortcuts).
UWPHook can import Xbox/Windows Store (GamePass) games into Steam (as non-Steam shortcuts).
SteamGridDB Manager could import games from several storefronts, but it looks like the Steam API changed since SteamGridDB Manager's v0.4.2 release so the app fails to function. It's supposed to be fixed in the next release, but there's no ETA and building from source is nontrivial.
You're mostly right that UWP games have no exe. It looks like the way UWPHook works is by adding itself as the exe with the appid as an argument:
"C:\apps\UWPHook.exe" 69C22BB6.MonsterTrain_8ekbzbj4dakee!Game. steamsync launches them with Windows Explorer:
C:/WINDOWS/explorer.exe shell:appsFolder\69C22BB6.MonsterTrain_8ekbzbj4dakee!Game. I find that I generally cannot use Steam features in these games -- Steam Input controller support and Steam Overlay don't work. Even if you locate the exe (
C:\Program Files\WindowsApps\69C22BB6.MonsterTrain_1.0.12838.0_x64__8ekbzbj4dakee\MonsterTrain.exe), it includes a version number (1.0.12838) which changes each time the app is updated and that will break your shortcuts.
Achievements and similar stuff won't transfer to Steam (since you don't own the game there). You can use some Steam features like Remote Play, but not other ones like Cloud Saves.
Neither of these solutions are as streamlined and complete as GOG Galaxy's integrations -- Galaxy is mostly automatic and even shows your GamePass library with buttons to start an install. However, adding games to Steam allows you to launch them from Big Picture.