Probably helpful for Steam Deck OLED users or for people with external HDR displays.

On the current Beta branch (3.5.5 and upwards) you can filter for games that support HDR on the shop.

Go to store

-> Select 'Search Steam' on the top row on the far right

-> Press Y (Filter)

-> Check 'HDR available' under 'Narrow by feature'

They're currently only 44 games total tagged like this, but maybe the developers still have add the tag.

Viewing a games Store page you can also see the tag 'HDR available' under 'Features'.

Same for your library, the HDR checkbox is in the Hardware Support category there.