You used to be able to do that, but I don't see it anymore. It may have moved somewhere else or it's just gone. Don't know.
The only thing I see is that if you go to your library in Steam, there's a search bar on the left. Click on the 3 lines beside it and then sort by Steam Deck Verified.
I ended up doing it by hand (so to speak).
I wrote a spreadsheet with my entire Steam and GOG libraries, making a point of excluding demos, trials, etc.
In total, it's up to 881 entries (700 on Steam and 185 on GOG - there are 4 games I have on both).
Of course the Linux and MacOS compatibilities have to be taken with a grain of salt. There are a myriad of Linux distros and a game might run on Steamdeck and not exactly have a listed page for Linux system requirements (sysreqs).
Similarly, many games might have MacOS sysreq but just for Intel Macs. Of course, as the years go by I'm sure lots of those older ones will be playable on Apple Silicon as well.
According to the most recent Steam software survey, over 96% users use a version of Windows and only around 2% Linux and less than 1.5 % MacOS.
The total of 881 I think is a fairly standard collection, perhaps slanted towards japanese games, old games and indie games. Of these, 20.2% have Linux sysreqs and 33.4% have MacOS sysreqs.
This, I thought, was quite unexpected.
Speaking on MacOS alone there are genres that are notably sparse, in particular shmups and J-RPG, and more generally games made by japanese developers and old games. Other genres that are not as strong are racing and action games. Finally, another aspect I thought surprising was that it's very strong on western made indie games, as well as adventure and point & clicks.
Were I to switch over to the MacOS environment I could easily draw up a list of 50 "desert island" games from my collection that I wouldn't mind playing for the rest of my days, although, naturally, there would be a few I would regret not being able to play anymore.
In all it's surprising that for such a comparatively small install base of MacOS or Linux, one in 5 to one in 3 games are compatible with other OS, in some form - not to mention virtual machines, emulators, compatibility layers and so on, and so forth...