I can understand where you are coming from…
Initially I could only play in Japanese for like 5 minutes before getting a headache / tired… haha
Initially as its a new experience, playing games in Japanese can be difficult and frustrating. The main thing is to have fun! If that is not happening, my advice would be to try to consider why that is and what can be changed to make it more enjoyable for you!
One of my favourite game series is Disgaea and yeah… lots of katakana in these games. Soo I got really used to it and in a way I think its great! My katakana reading speed shot up !!!
If I don’t enjoy the game, I would just drop it. If the game seems difficult, same thing: I would stop playing that game and move on.
Also, I hardly ever check new words or stuff. Why? Because I don’t enjoy it while playing games.
Sometimes I would write certain kanji or a word like 出撃 ( sortie; sally; attack) on a piece of paper to check later. Only the words / kanji that really repeat and seem crucial to play.
There were times when I would write on paper or check most unknown kanji / vocab. However during those times, I was specifically concentrating on the new stuff, not actually trying to play the game. Ie I was mining new words / kanji.
Edit: Just remembered, some games eg some RPGs have the spoken text or dialog saved to be checked up later. (That way it makes it easier to re-read things and look up unknown words at a time when its more convinient)
Edit 2: Another thing is that I may watch game guides (eg battle mechanics ) for some games in English to have a better idea what to do
Thanks to YouTube and watching Lets Plays in Japanese, its possible to see if I would like a certain game. There is also GamePass / XCloud to for a quick experiment.
Hope some of this helps