
Helldivers 2 (Steam) on ROG Ally had a rocky launch. The game had a pretty bad hitch every few seconds, which made it hard to recommend playing the game on the gaming handheld. However, the game's developers, Arrowhead Game Studios, have been pushing updates, and it seems to be running better a few days post-launch.
Now time for a few disclaimers, I am using the weaker option of the ASUS ROG Ally, so if you have the Z1 extreme version, your experience should be significantly better. Also, the game does require a pretty significant cut to visuals to get a playable frame rate, but even with the visuals cut it still looks good enough on the smaller screen.