Took a bit of effort but managed to get his working with the latest version of the Jedi Knight Remastered mod and with the music working properly.

In short, installed it in windows, installed the mod, copy the install directory to the linux equivalent. Then had to set a dll override on winmm using protontricks, as per https://bugs.winehq.org/show_bug.cgi?id=37983. Note that the override needs to be set to the correct EXE (the mod changes the one that steam runs - you need to set it on the JKR-fovno.EXE or similar)

Full instructions are here: https://gist.github.com/deanrw/dd6a09c6317691386e634d954680d83c