Out of the games with performance penalty I have Metro Exodus so I've done some testing. This is on 13900K 5.9 core 5.2 cache 4.5 ecore 4x8 ddr4-4100 cl14 timings tuned.
(8 threads) 8P/0E/HT0 - 165.26
(16 threads) 8P/0E/HT1 - 160.31
(16 threads) 8P/8E/HT0 - 157.58
(24 threads) 8P/8E/HT1 - 148.42
(32 threads) 8P/16E/HT1 - 139.06
So the penalty is not from E-cores, it is from the number of threads. At 16 threads the penalty for running 8+8 instead of 8c/16t is just 1.5% and disabling hyperthreading increases overclocking potential by 200MHz at the same voltage, so performance will equalize.
This is quite in line with some other tinkering I've been doing since getting the CPU, this kind of situation happens from time to time, that's why the maximum number of threads you want to have in gaming setup is 16, going above causes issues that are not so easy to detect, because it is not necessarily games just refusing to launch or crashing (this does happen at 32 or more threads in some games though), but underperforming in either framerate or frametime consistency, and you have no way of knowing until you test it for each game.
I've also found some single threaded games like CSGO or Witcher1 that get 10% boost from E-cores even though they obviously sit idle, so either the CPU can access E-core resources somehow or it doesn't always function properly with E-cores off, so disabling all of them is not a good idea.
So overall 8P/8E/HT0 seems a way to go for gaming. 16 threads do not have any compatibility issues or meaningful performance penalty, you need E-cores for games that get a boost from them and disabling HT increases overclocking potential by 200 MHz at the same voltage.