First, to set up Aemulus Package Manager, install these dependencies:
sudo pacman -S curl wine wine-mono winetricks p7zip unzip desktop-file-utils lib32-gnutls lib32-gst-plugins-base
or wine-staging if you prefer that.
For Aemulus, install .NET Desktop Runtime 8.0.11 (64-bit) and .NET Core Desktop Runtime 3.1.10 (64-bit) through wine
Launching Reloaded-II will prompt you to install missing dependencies by itself
For Persona 4 Golden itself, first get the custom klite.verb needed
curl -OL https://raw.githubusercontent.com/Open-Wine-Components/umu-protonfixes/refs/heads/master/verbs/klite.verb
then install the following with winetricks:
winetricks dxvk d3dx11_43 d3dcompiler_43 xact wmp9 klite.verb devenum quartz
Note: when you create a shortcut with Reloaded-II, it will create an .lnk file and a .desktop file. You can edit the desktop file to the .lnk file or launch the .lnk file directly through Lutris!
Hope this works!