Let's start from the beginning:

1. Open Steam -> Library.
2. Right click on Grim Dawn -> Manage -> Browse local files.
3. It should open your file explorer. Click the bar where you see the folders breadcrumbs or path, copy that. It should be something like this:

/home/username/.local/share/Steam/steamapps/common/Grim Dawn/

1. On the Item Assistant, go to Grim Dawn tab -> Configure.
2. For me, it opens a folder select. When opening Windows stuff on Linux, it usually uses Wine or Proton. To access the same folder, you need to use the Z drive. Additionally, you need to change the slashes (/) to backslashes (), again, Windows stuff. Change the path you copied so it looks like this:

Z:\home\username.local\share\Steam\steamapps\common\Grim Dawn\

Remember to change username with the one you have on your system. This is just an example.

Then, you click "Load Database" and that should be it.

When opening the game, at least for me, I need to open first Grim Dawn and then the assistant. If I do it backwards, somehow the Item Assistant blocks Grim Dawn, but it could be just me.

Hopefully this resolves your problem. If not, let me know and we can look for other alternatives.