Set CPU and I/O scheduler priority permanenetly

Is there an intuitive way to permanently set the priority settings for an app? I wanna make the priority settings persistent.

You can use:
nice -%LEVEL% your-app
Where %LEVEL% is a value of “niceness” from -19 (maximal priority, minimal niceness) to 20 (minimal priority). For “niceness” less than zero you have to use root rights.
For -19 niceness use:
sudo nice --19 your-app

There is a program call ananicy where the program set automatically nice values and I/O scheduler,the programs comes with a list of programs to set the priority,if your program is not there you can add it too and if you want,you can upload that program config file to the repository of ananicy to everyone to have.

Are there any downsides to set max priority to a program? Also does that work with Windows games ran in Wine or Steam Proton? I use my laptop for gaming a lot and i was wondering if giving max priority to my games would make things a bit more fluid.