This is how I like to run Sanity Studio.
Alongside .env file I have env.js file that looks like this:
export const studioApiVersion = process.env.SANITY_STUDIO_API_VERSION
export const studioProjectID = process.env.SANITY_STUDIO_PROJECT_ID
export const studioDataset = process.env.SANITY_STUDIO_DATASET
...
When I want to use an env variable I import it:
import { studioProjectID, studioDataset } from './env'
It works locally, deployed on the Sanity Studio domain, and on Cloudflare Pages, which I like to use.