I get the same error (shader: failed to compile vertex shader).

I can get the game running if I manually install directx_Jun2010_redist.exe[1]. I was playing the standalone (non-steam) version of bit.trip runner from humble bundle (should be appid 63710). Amusingly I cannot get the native linux version to run.

I run proton from the command line with the following snippet:

run_proton() {
  local proton_version="$1"
  local appid="$2"
  local exe="$3"
  local steam_base="$HOME/.local/share/Steam"
  local proton="$steam_base/steamapps/common/$proton_version"
  #note: STEAM_COMPAT_DATA_PATH can be any path, but this is where steam puts it by default
  export STEAM_COMPAT_DATA_PATH="$steam_base/steamapps/compatdata/$appid"
  export WINEPREFIX="${STEAM_COMPAT_DATA_PATH}/pfx"
  export STEAM_COMPAT_CLIENT_INSTALL_PATH="$steam_base"
  mkdir -p "$STEAM_COMPAT_DATA_PATH"
  "$proton"/proton run "$exe" &
  trap "wineserver -k; wait" INT TERM
  wait
}
run_proton "Proton 7.0" 63710 /path/to/directx_Jun2010_redist.exe
run_proton "Proton 7.0" 63710 runner.exe

[1]: https://www.microsoft.com/en-us/download/details.aspx?id=8109 or mirror https://files.holarse-linuxgaming.de/mirrors/microsoft/directx_Jun2010_redist.exe (from winetricks)