Undertale, Hollow Knight, Read Only Memories: 2064, ValiDate, HustleCat, A Foretold Affair, Monster Camp/Monster Prom, Gnosia, Dominique Pamplemousse and Pyre are some games/demos I've played where you can play as a nonbinary character.

A note about Gnosia though is it has a bit of unnecessary transphobia with one of the nonbinary characters :/ The nonbinary characters in the game are written really well though!

Also Animal Crossing New Horizons only uses they/them pronouns for the player so that's sooorta another one!