1. Choosing the best Fritz GUI
There are two types of Chessbase native engine files: older .eng and newer .engine. If you want to test old engines vs new engines (for example, Fritz 9 vs Fritz 10, or Zap!Chess Zanzibar vs Deep Fritz 11) you will need a GUI that supports both types.
The best GUI for testing 32-bit engines is the Fritz 11 GUI. Why? Because it's the last Fritz GUI to support Tablebase search probing in the older .eng engines. It also works great in Windows 11. Here's what I'm talking about:

Do you see the "tb=xxx" at the end of the search line? This means that the engine is effectively probing the tablebases in the search, which are beneficial to its calculations. Newer Fritz GUIs like Fritz 12, 13 or 14, while they still support older .eng engine types, sadly, support for TB probing in search for these engines was dropped (unless there's a way to get it working, if you do get it work please let me know). It also supports 6-men tablebases so that's a big plus, but I'll talk about this later.
For 64 bit .engine files, you can get away with any of the newer GUIs. I've tested Fritz 19 GUI and Deep Fritz 14 x64 works fine (I don't know if Fritz 20 still supports .engine files). Even if the GUI is 64 bit, it still supports 32 bit .engine files. The old .eng files only work in the 32 bit version of the newer GUIs (up to Fritz 14-15 IIRC), so there's no way to directly test a 64 bit .engine vs a .eng engine.
For 64 bit .eng files you must use the 64 bit version of the Zap!Chess GUI, as this is the only one that supports them. Sadly, it only supports 64 bit .eng files and not 32 bit. You stil can use UCI engines though.
For 16 bit .eng files Windows 98/95/ME is needed, as these were the last Windows OS to natively support 16 bit. If you use Windows 98 you will be able to see the older Junior 4.6, Hiarcs 4, Hiarcs 6, Fritz 1.20 (etc.) engines in the list:

What I do to test these engines is run them in a virtual machine, VirtualBox and VMWare work great (the latter is a bit faster). You need to patch Windows 98 with the TLB bug fix if your PC is relatively new. As for the GUI, Fritz 8 works great. Fritz 9 does work too although I haven't tested it much, while Fritz 10 onwards sadly don't work (AFAIK).
2. Configuring the tablebases in Fritz 11
So you want to run an old school Chessbase engines tournament and decide to use the Fritz 11 GUI. Great choice! Now you need to correctly configure the tablebases. The Fritz 11 GUI uses only Nalimov tablebases (Syzygy wasn't supported back then), so please keep this in mind. To properly configure the tablebases it is important to understand the following terms:
Tablebases GUI: Tablebases used by the GUI. In engine vs engine matches, when there's 6 or less pieces in the board the GUI will trigger automatic self play until the position is resolved. This setting doesn't affect the tablebase search of the engines, it only affects the GUI.
Tablebases Engine: Tablebases used by the engines for their search. However, this setting only impacts .engine engines and UCI engines, not .eng engines.
The above settings can be changed under Tools -> Options. So, how did you manage to make Fritz 6 (a .eng engine) probe the TBs in search, you might ask? Well, here's where things get a bit tricky.
Option 1: Configure the TB path in the Fritz 7, 8 or 9 GUI (doing this in Fritz 10 might also work but I haven't tested it). Before Fritz 11 there was a single Tablebase setting that affected both the GUI and the search. Doing so will create a special .ini file which will enable the .eng engines to probe the tablebases in search.
Option 2: Manually create the .ini file. If you don't have any of the old Fritz GUIs then you will have to create the ini file manually. The ini file needs to be created in this path: "C:\Users\YOURUSER\AppData\Local\VirtualStore\Windows\Chssbase.ini" (this is not a typo). Inside the ini file write the following:
[Tablebase]
Path=C:\tbs (your TB path here)
CacheSizeKB=65536 (64MB is the recommended setting)
A word of caution if you want to use 6-men Tablebases:
Some engines were never designed to use 6-men Tablebases, so if you want to use them I highly recommend to use two separate folders: one for the complete 5-men and another for the complete 6-men, and only use the 6-men with the GUI. While there are some engines that can probe the 6-men in search, only a very few can. If you put a path to the 6-men in the "Tablebase Engine" setting, some .engine and UCI engines will crash, and don't even think of putting a 6-men path in the .ini file above as disasters will happen.
Having two separate folders is also beneficial, as you can put the 5-men folder in an SSD and the 6-men folder in any hard drive, saving lots of space in your SSD. As the 6-men tablebases will only be accessed by the GUI (if you followed my advice), there's no need for them to be in a speedy drive.
That's it! I really wish I had a guide like this before I started testing, as it would've saved me a lot of trouble. Enjoy your old school testing!