Are there any power banks that output enough to charge it while playing? I have some PD power banks but when I connect them it says they charge too slow.
Yes, there are a lot of options out there. I picked up one to use with my ROG Ally that I use with both it and my steam deck. Though, the ROG Ally definitely needs the battery backup a lot more often than the steam deck.
You need to look at which USB PD modes the power bank supports. I can’t remember the exact spec of the top of my head. But, I believe the Steam deck supports up to 45 watt input at 15v over USB-C.
Personally, I picked up an Anker 737 Power Bank when it was on sale because it supports up to 140 watt charging to whatever I need to charge in the future. (Don’t buy this one at MSRP it goes on sale often and there are more price competitive options.