Twig embedding and field object
The only way I achieved something similar was using:

{% for key, item in content.field_club_history if key|first != '#' %}
    {{ content.field_club_history['#items'][key].entity.field_games.value }}
{% endfor %}


The only difference is that field_club_history was EntityReference field to Paragraph of concrete type. Paragraph type then has fields like field_games. Try to use following code example and get fields from specific item that you need.

{{ content.field_club_history['#items'][key].my_field_name }}