@misterrasta Got it working. There are three modes (Bluetooth, Android, and PC - the latter 2 using the wireless dongle) and it seems that Android is working just fine for my RPi4.
In order to get it to work I had to switch to Android mode. THEN power off and on the controller, press and hold the Pair button.
The indicator light will start rapidly flashing. Unplug the wireless dongle and re-plug it in with the controller positioned less than 20cm from the dongle. The indicator light will them remain solid and you can configure the controller in Recalbox. Good luck!