Default Flashing Custom ROMs and game backups

Hello

As you all know unlocking bootloader would wipe all your data and for that it's recommend to drag-drop files on a PC.
But what about game progress files such as Real Racing 3, PvZ2, etc.?
How can I backup those?

I read about Helium but found that it fails for majority of people. Do you have any other recommendations?

Is there any way to to install a recovery and then do a nandroid?

Please advice.

Thanks