Minor addition to this
Once you go through the normal pairing process you need to make a change so that the controller reconnects.
the correct way to do this is to edit /recalbox/share/system/recalbox.cfg and change the follow line(s)
Firstly you must change
controllers.bluetooth.ertm=0
to
controllers.bluetooth.ertm=1
you may also need to change this
controllers.ps3.enabled=1
to this
controllers.ps3.enabled=0
This has been tested with a the official Wii U Pro controller and works flawlessly. I can not attest to how it works with the aftermarket version.