I use the KDE desktop version of Bazzite, so this is just gathered from stuff I found online. So, take it with a grain (or block) of salt.
It looks like Bazzite Gnome has both Gnome Tweaks and Refine extensions installed by default (though it sounds like they might (or might have) move strictly to Refine). It also looks like it has the User Themes extension installed by default. If you open (I’ll just pick one) Refine, does it offer you the ability to change themes there? Note that I’ve seen various comments saying adding Gnome extensions can break Bazzite. But, I’d think that if User Themes is pre-installed, it ought to be ok.
EDIT: There’s also an open issue on Bazzite’s github page regarding User Themes breaking alignment/size:
Thanks for your reply! That’s referring to the default Bazzite theme, I’ve installed a theme downloaded from gnome-look.org it looks just fine. I had to disable a specific functionality in “Appindicator” or else I would have huge spacing between tray icons with my theme. It was “Compact Mode” I disabled. The “User themes” extension is specifically for the shell, not for GDM the login screen and AFAIK it was never possible to customize the login screen with gnome-tweaks, so no surprise Refine doesn’t either.