Girls Puzzle (delisted game; https://steamdb.info/app/934170
/) can be played mostly fine without Steam. You just need to create a steam_appid.txt file with the game's appid (934170) inside and place in the executable's folder.
The only issue I noticed is that when you finish a puzzle, it doesn't show the animation that turns the puzzle into a solid image, but when you leave the puzzle, it shows as completed, and when you enter the puzzle again, it turned into a solid image (and the progress gets saved normally)
It's only available for Windows.
Downloaded through Linux (didn't open with Proton, so I don't think the initial setup is needed for running it without Steam) and tested in a Windows 10 virtual machine (official test version of the OS provided by Microsoft for virtual machines) that never had Steam installed