How do you prefer to do it? I find the weapon wheels to be way too clunky especially when playing games like Doom Eternal.

I've been using the back buttons. Regular press for 1 2 3 4 and long press 225ms for 5 6 7 8. For some games a button chord for 9 and 10 but that's rarely needed.

225 ms delay seems like a sweet spot. It's short enough to switch guns quickly but long enough to make it different from a regular press.

I think it would be even better to have a proper numpad on the back of the steam deck but that would require some modifications. I think having 6 small back buttons per side is manageable and would greatly enhance FPS games.