The only real issues I've had with WinUAE under WINE have been in relation to the actual user interface. Occasionally it seems to miss keypresses and opening the GUI by pressing F12 is an absolute no-no, you'll never close it again as the keypress is not consumed and it just keeps popping up until you kill the process
Opening the GUI from the systray (which is mapped to the notification area in gnome) is fine, however.
Performance wise, it was certainly quicker than native E-UAE.