I've been experimenting with this a bit myself. One problem is that people speak strangely in video games. I don't normally run around telling people I'm gonna kick their but and throw lightning bolts at them so it's not obvious that I'm getting much grammar or vocabulary help.
But I do end up listening to a bunch of voice actors speaking Chinese with proper accents. I figure that helps with my pronunciation and speech recognition. I try to repeat whatever they say for a little extra practice.
Some games let you independently set the spoken and written languages. I focus on those since I can still play the game but they speak a bunch of Chinese. I'm thinking of trying to start some new game and setting it entirely in Chinese to see what happens if I try to force myself through it.
For now I've got the following games set to do dialog in Chinese:
Total War: Three Kingdoms
Anno: Mutationem
F.I.S.T.
Warm Snow
Amazing Cultivation Simulator
Word Game: Episode 0 (Warning this is way too hard for me)