! The idea is to keep High Sierra clean, not install anything, not update it, and only use it to play Panzer Corps.
Before I upgraded to Catalina I did the below steps on my Mojave install but it is possible you can do it if you have already upgraded to Catalina as well. I have not tested that though.
BEWARE! DO THIS ON YOUR OWN RISK AND ALWAYS BACKUP YOUR DATA BEFORE YOU DO ANY CHANGES TO YOUR SYSTEM!
1. Created a new APFS volume called High Sierra using Disk Utility which is included in macOS
2. Downloaded macOS High Sierra by using this tool http://dosdude1.com/software.html
3. Created a bootable USB drive using Disk Drill https://www.cleverfiles.com - you need a CLEAN USB drive (since everything on it will be overwritten) which is at least 8GB or so.
4. Booted the High Sierra installer (hold ALT/OPTION when the computer boots up) from the bootable USB drive and installed High Sierra on the new volume (in my case called High Sierra) which was created in step 1
5. Started up High Sierra by holding ALT/OPTION on startup. Since High Sierra is only for Panzer Corps I kept the configuration of it to a minimum so I did NOT set up iCloud, mail etc nor did I install any apps or software. All of that remains in Catalina.
6. Installed and activated Panzer Corps on the new High Sierra installation
By holding the keys ALT/OPTION on system boot you can switch between the two different versions of macOS. In my case the default system will be Catalina.
Catalina:
High Sierra:
. It is actually not hard to do what I described above, it probably takes 1-2 hours in total if done correctly and most of that time is waiting for macOS to finish installing so the time you actually spend on it is not that much if done correctly. But again, I realise it might put some people off. 
