Rockstar Games decided to update the Grand Theft Auto: The Trilogy – The Definitive Edition which includes Grand Theft Auto: Vice City, Grand Theft Auto: San Andreas and Grand Theft Auto III but it seems you'll need this quick fix to run it now on Steam Deck.
Various players have been reporting a "Fatal error" being encountered when trying to play any of them. However, there's two workarounds I know of to get around it. What's interesting is that this might be specific to the Steam Deck OLED, as it's to do with HDR not working. So you can try this launch option first:
DXVK_HDR=0 %command%
To do this. Go into the game in your Steam Library, over to the little cog icon on the right for the Properties, and put that in the Launch Options box.
Another potential workaround is to force DirectX 12 for it: