That was actually pretty easy to setup.
I installed SyncThing on my Windows PC using https://github.com/Bill-Stewart/SyncthingWindowsSetup and set it up to monitor a folder which contains the non-Steam games I want to sync to my SteamDeck.
On the SteamDeck, in Desktop mode, I installed the SyncThingy app via the package manager and followed the instructions to set it up as a service that starts at boot time, so it will even work in Gaming mode.
Once that was running, I went through the process in SyncThing to synchronize my PC and the Steam Deck, which does take a few clicks and confirmations on both the PC and the Steam Deck, but after that it just started copying the game folders automatically.
After a game had sync’d to the Steam Deck, I added it to Steam, switched back to Gaming mode and played it for a bit. After saving my game, I checked on the PC to see that the save files that added to the game folder on my Steam Deck also now showed up on my PC.
I modded Fallout 4 on SteamDeck by running Vortex in Desktop mode using Steam Tinker Launch. I recall it being a little finicky to find all the right paths etc. Some googling should lead you to a guide for running Vortex on SteamDeck.