I went down this path, but mini itx nucs with a GPU slot seemed to be better as long as you’re not using the egpu on multiple devices; if you are, then it might be worth considering just making a PC a host and running sunshine/moonlight. While I haven’t tried connecting to my host on the steamdeck, I have on my laptop and felt like it could be used for gaming
I haven’t looked into specific apps, but I have been wanting to try various trained models and figured just self hosting jupyterhub and getting models from hugging face would be a quick and flexible way to do it