Yes, both FO3 and FO:NV run under Windows 10 just fine for me. Although, my installations are different from default.
Fallout 3 Retail is installed under C:\Games\Fallout 3
Steam is installed under C:\Steam
Fallout: New Vegas is installed under C:\Steam\Steamapps\Common\Fallout New Vegas
I did it this way to ensure UAE wouldn't interfere with the games and it is recommended by multiple websites.
As far as work-arounds with Windows 10, I have not found any that would be helpful to your situation.
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