For ProtonVPN as an example: you can go to the downloads section and download the wireguard config you want and then import it from the wireguard gui.
For me, I would never use other inferior VPN clients after knowing how efficient, supported and developed are the official Wireguard gui are.
Other providers who provide configs:
How exactly is the client of the provider inferior? I don’t use my vpn for security reasons, what benefits would i get from downloading and importing the config?
~200 MB less RAM use and 1% less CPU usage it seems lol