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You could look at this: https://www.indiegogo.com/projects/gpd-win-4-2025-amd-apu-handheld-console
I have one of their older products and I’m happy with it. I’m considering this one.
Comes with Windows 11 but says it supports SteamOS. Should certainly run at least older games well. They say it’s 220x92x28 mm (7.87x3.62x1.1 in) which is a bit chonky for something I’d put it my pocket but not unmanageable.