I have the exact same problem with my Vega 64. Crashes when playing games.
Happens with Vulkan games (RADV), OpenGL games (RadeonSI) and DirectX 9 games
via Wine (Gallium9). It happens only for some games, presumably because it
depends on the workload.

I am also suspecting power management issues. This might be a long shot, but
worth a try. I know for a fact that Power management works slightly different
when multiple monitors are connected, as memory isn't clocked back as much in
that case. For the people also experiencing this issue, are you guys running
multiple monitors like I am?