Hi!
Pyinstaller’s windows version 3.6 will work great with wine and can compile functional executables from linux, I have tested it my self, actually using it with python3 gives a lot of issues. Maybe try using this other tool:

https://pypi.org/project/py2exe/

I haven’t tested it yet as the mentioned version of pyinstaller is working fine but fell free to give it a try.

Hope it helps!
Diego