OK, I gave it a test and here is what I found

Pairing - works, but the controller has a short wait for pairing period. I press the pair button on it after starting the RetroPie's scan dialog and I have to press the pair button again after the scanning dialog finishes and shows me the list of devices.
Everything else is default, but had to remove the device from the list of paired devices since it was present there.
After pairing, the controller worked fine, but more below.

Re-connecting after powering down didn't work, tried a few times and even re-paired, but it refuses to re-pair.
Then I remembered I had xpadneo installed for testing (I have most drivers installed just to test they're correctly upgraded) and xpadneo configures the bluetooth module with disable_etrm=Y. After I removed this configuration (it's in the 99-xpadneo-bluetooth.conf file) and rebooted, the connection worked fine, the controller re-connects without issues.

@medwards64 Try to re-pair the controller and see my notes above. Make sure you remove it first from the list of paired controllers. Not sure if you're experiencing the same re-connection issue (caused in my case by the xpadneo driver) - did you install the xpadneo driver in RetroPie-Setup or did other configuration for Bluetooth ?

@cyperghost thanks will check that link out!

I switched everything round, loaded up a random playstation game (2002 Fifa World Cup) and hit various hotkey combos (save state, load state, retroarch menu, exit emulator) a few times. All seemed to work without issue. The main test will be a longer play with testing throughout so will see how it goes.

@solisae Emulationstation does not initiate any connection, it's the OS (Linux) underneath that handles the connection. Try removing the bluetooth device (the controller) from the configuration screen and then re-pair and connect it again. Leave everything else on default and finish the configuration, then see if the behavior remains.

For anyone interested, this has been tracked down to the use of an external Bluetooth dongle and having the onboard Bluetooth disabled with dtoverlay=pi3-disable-bt.

The retropie_wiimote_lights script by pyhammond works fine with the onboard Bluetooth. Fingers crossed they can sort it for an external Bluetooth dongle as well as it's a really useful script for people with WiiU Pro controllers!

Thanks.

Hey @kdretro, did you ever find a solution for the Reicast/Wii U Pro issue? My Wii U Pro controller was working fine up until I overclocked my Pi 3 and updated the Raspbian OS packages. Does yours freeze up when trying to configure the controller on Reicast? Mine hangs up right when I get to the analog stick part. Are you using the PI3 and have you overclocked it?

UPDATE
Just realized I don't think I ever had the Wii U Pro Controller working properly with Reicast. I'm pretty sure I was using my XBOX One Controller before.

@herb_fargus
Yo, perhaps me and this forum got off on the wrong foot, however i will say this i only seem to get a reply when i say something -ve about the forum. But this does appear to be a great resource, sorry if i came across as a negative nelly or out like that. as an admin could u tell me if there is a way to DM people on this site?

@tonythetiger giving people more info to be able to help you really helps. There is a link at the top of every page that tells you what info you need to provide. You agreed to this when signing up. You provided no info on your setup so no one would even know how to help you. You can bump a thread but please dont open multiple posts on the same issue. If you had mentioned that you had a ps3 controller people might have been able to tell you to uninstall the ps3 driver, setup both wii u controllers so they are working correctly, then reinstall the ps3 driver. You cant be mad at people for not helping you if you dont provide info.

[SOLVED]
What was causing the issue was the ps3 bluetooth drivers, which I realized were disabling the standard bluetooth on the device.

Thanks to this thread: https://www.raspberrypi.org/forums/viewtopic.php?f=28&t=148305&start=100

The solution was to simply uninstall the PS3 drivers from the retropie_setup menu.

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.

You might wanna check with Selsine on these bugs.

Yeah I got mine as well and besides no random button presses, the controllers are also much more responsive, which made me forget about really needing wired controllers for certain games!

@marie011101 I've tried that a million times, it's searches for the controller, and the controller searches for the pi, they just don't connect, on top of that being an old build..

There have been a couple of other threads about this issue, the best way around this is to use a different USB dongle.

Some good information can be found on this thread - https://retropie.org.uk/forum/topic/6321/random-button-presses-when-using-wii-u-pro-controller/22

The LogiLink BT0015 USB bluetooth adapter is the one I use and it works great with the Wii U Pro controllers (and all my other Bluetooth controllers). If you go with it you'll also need to add "dtoverlay=pi3-disable-bt" to your config.txt (to disable the onboard Bluetooth) and then re-pair your controllers.

Hope that helps.

@nosunlight Did this get fixed magically for you by the update? 'm using Kodi 18.1 on Retropie 4.4 and while all the games on retropie run fine, the controller has no response in Kodi. Any other things you might have changed that could fix it for me? Cheers!

Same thing here. New Wii U Pro controller with updated RetroPie on a Raspberry Pi 3.