Recently I found that RetroArch does not natively supports Wiimotes like Dolphin, specially on Windows. To workaround that first I tried using softwares like FreePIE and OpenPIE, but for some reason it had awful input lag, really unbearable. Then I found a kernel-mode driver called “HID Wiimote”. It works VERY well, it has no or almost no input lag (maybe less than the wireless Xbox 360 Controller that I also use) without needing an awful dongle to make it work. It also supports the Wii U Pro controller, but I do not have one to test. I did not test more than one Wiimote and I have to pair every time I want to use it, but works. You can download it here:
This driver is still being developed, but for it to work Secure Boot must be disabled (driver signing must also be disabled on 64-bit Windows) as the developer does not have a certificate to sign the driver yet. It seems to not have the same limitations as the DolphinBar on RetroArch, but I do have mine with me right now to compare.