Strictly speaking this is probably more like retro-adjacent rather than truly retro gaming (though you could make floppies only for the retro games you play on your Steam Deck I guess), but a modder set up a system that uses Decky Links to launch Steam Deck games via floppy disks, QR codes, and NFC cards, simulating the nostalgia of physical media. I love the ka-chunk sound of a floppy being seated.
Optical Discs is the best media: resistant (compared to floppy disk), backup-able, relatively small volume, but big enough to be enjoyable (no pun intended)