I always liked The Wizard.
And I had completely forgotten about Deadly Games.
This reminded me of another one that I can't remember the name of. It was about a super hero whose world was fading away. He realized that the reason it was doing so was because people in the real world weren't reading his comics any more so he somehow crossed over to the real world. Unfortunately, he lost his powers in the process. But he found ways to compensate for that and still did heroic stuff.
I remember a woman asking his name when he was dressed as a normal person and he told her it was Clark Kent. She said "Like Superman?" and he was shocked that she knew Superman's secret identity because in his world Superman was real.