Someone suggested the program Warehouse to me, but I haven't tried it. On Arch, I still had the version I wanted in my package manager's cache so it was a single command.

sudo pacman -U file:///var/cache/pacman/pkg/lutris-0.5.19-9-any.pkg.tar.zst

If you are using the flatpak (Bazzite, Steam Deck, etc.) unfortunately, it's more complicated.

1. Exit to desktop mode.
2. Open Konsole (it's in System in the main menu).
3. If you haven't set a root password yet, run passwd, make it reasonably secure and don't forget it. I believe setting a root password enables the Deck to be controlled remotely over ssh with said password. Be safe.
4. Run flatpak remote-info --log flathub net.lutris.Lutris. Lutris was installed as system for me. I think that is the default, so probably choose 1 for system if it asks.
5. You will see a commit with the subject "Update Lutris to 0.5.20". The previous version is in the list right after that. Note that hash of 64 hexadecimals.
6. Run sudo flatpak update --commit=19ee79d455b8e50f057911a2bba279efcb960ee6d565f794e9c9d41c290dcd14 net.lutris.Lutris, supply the root password, and accept the changes. (Use the hash from step 5.)
7. Run sudo flatpak mask net.lutris.Lutris and supply root password to prevent Lutris from being updated. We will probably have problems in the future when the flatpak environment gets deprecated, sudo flatpak mask --remove net.lutris.Lutris would allow it to update again.