I've used WINE for years. Mainly for a couple of Windows graphics apps with which I became very proficient during XP's reign, and FOR which I've yet to find any really good Linux equivalents.
I know I'll get castigated for this, but I have zero issues with WINE; never have had. It's sandboxed, for a start. For another thing, it only actually runs when you request the system to execute a Windows binary (run an app/program). The rest of the time, it just sits there, completely dormant.....unlike Windows itself, it does NOT continually run background processes, and/or leave itself wide-open to incoming malware 'hooks'n'stuff.
The last couple of years, especially, WINE has undergone a huge transformation; security fixes'n'patches having formed a large part of all that additional code. And there's a huge number of "eyes on the code"; the WINE team (and contributors) probably numbers several thousand globally.
~~~~~~~~~~~~~~~~~~
Like everybody above, I only run a firewall as standard. For day-to-day Linux activities - combined with the robust permissions system - this is all that's required. Like
@Brickwizard , I, too, will run the occasional AV scan.....primarily to protect Windows-using members of the family with whom I'm in regular contact. To date, nothing has ever been found.
On top of all this, there's the ease with which Puppy can be 'backed-up' & restored. It takes perhaps 5 minutes. I have a script that runs once a week, and does a copy/paste on the sub-directory of every Puppy in the kennels, so I'm assured of regular, simple-to-perform backups.
Mike.