AIUI, yes, it has been found that, e.g. there are games where two players who can’t communicate but who do have a pair of entangled qubits and can each make a measurement, would have a strategy which is better for both players than if they didn’t have this resource.
(where the games in the version where they don’t have the resource of the entangled pair of qubits, are fairly simple games where each player receives some information and then has a choice between two options)