Make a new bottle - install .NET 2.0 service packs, C++ 2010, Modern DirectX and Steam.
Download the game off Steam (should yours be on it). Do not run it after downloading via Steam. Go to the bottle's Control Panel, Wine Configuration, and in the graphics tab - enable "Emulate virtual desktop". Don't fuss over the desktop size - the game will resize the window anyway according to the in-game resolution.
Do not run the game from Steam, in 11.2 it will not work. Instead, use the Run Command dialog - find the game's ck2game.exe file, enable "Create log file" in debug options and put "warn+heap" (without quotes, as-is) into the other. Start the game. If it seems stuck loading something too long - it is, use the Terminate windows applications to kill it, and try running it again. At some point in time, rather soon for me (2-3 tries), the game will load and will be graphically fine - except for sound; which will have slight and very annoying stutters.
Save games aren't loadable back - while the game makes them fine (in your ~/Paradox Games... egh), it does not see them to load them back in.
An explanation of some things that were necessary... or not, but I did them to get it to work:
- .NET 2.0 is necessary for the ck2game.exe which is written in .NET to work - and this loads the DLCs, if you bought any. If ck2game.exe is not launching for you, you can bypass the .NET and run ck2.exe directly - however that will not load DLC content.
- Emulate virtual desktop is necessary because once you leave the games window if it's in native fullscreen, it will "freeze" and there's nothing you can do to get it back. The game will size this window to the resolution you've set in-game - so change the resolution in-game only.
- warn+heap is necessary to get the game to load at all - without this, it just crashes 100% of the time. Yes, it does make a log file each time which is bothersome, though if you give the log files the same name, you'll only have one.
- I don't know how to fix the sound stutter yet, and I'm no expert on CX at all, so someone else will have to pitch in.