Steam uses the removable-media plug, that should always give you access to things underneath /media and /mnt … so a plugged SD card with game data should just work when this plug is connected (use snap connections steam to verify)… for the other disks, either /mnt or a bind mount (note symlinks will not work) into your games folder should give you access…
https://github.com/canonical/steam-snap/blob/main/snap/snapcraft.yaml#L363