The USB port on the Wii U pro controller is just a charging port and doesn't do data. If you want to connect to the Pi via bluetooth you'll have to go into the bluetooth settings of the RetroPie. While you can get this to work, I highly suggest you get a PC wireless controller adapter. I tried hooking my Wii U controller to the Pi's bluetooth and it worked at first. But very soon I started experiencing ghosting to the point I couldn't even play the games. Using the adapter, I synced it very easily to my controller and Emulation Station recognized the controller very easily.
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