Give FlowLauncher[0] or Windows Powertoys Run[1] a shot.

There are some amazing tools like that (and Everything[2], which replaces Windows' inferior search) that really change how one interacts with Windows.

There are other tricks like putting scripts or shortcuts or executables in a directory referenced by your PATH variable, which can make the Win+R trick better too.

[0] https://www.flowlauncher.com/ [1] https://learn.microsoft.com/en-us/windows/powertoys/run [2] https://www.voidtools.com/