There's a closed pull request on the void-packages repository

wine: Use MinGW to build WinPE DLLs
https://github.com/void-linux/void-packages/pull/27678

Description:
As of 5.x, Wine can now build DLLs in native WinPE format if the MinGW cross compiler is present. This is needed for some newer games to pass DRM/anti-cheat checks that validate the integrity of loaded system libraries.

See:

https://www.winehq.org/announce/5.0
https://bugs.winehq.org/show_bug.cgi?id=45349

I've split this out into a build option that's enabled by default.

This was built and tested on an x86_64 host, with 32-bit Wine tested as well. Games which would not launch on Void's Wine build are now functioning with this change (namely, World of Warcraft).