I haven't used wine in years and haven't used Gnome regularly in almost as many years, so I have no way of testing these, but I have some ideas that might work.
You might try configuring the file associations ("default applications" in the lingo of some) in Gnome so that file type "*.exe" has wine as the "open with" application. The Arch wiki has an nice article on how to do that:
https://wiki.archlinux.org/index.php...Control_Center
Have you tried adding the full wine command line for particular progam as a discreet menu item? I could do that in Fluxbox.
Alternatively, you might write a little script to start the application and add a menu item for the script as a menu item. All the script would need to contain is the command line to start the program.
Just a few thoughts.