Part of Linux
If you require a bluetooth gui helper for connecting and making sure it's working, you can't go wrong with “bluetooth-wizard”, part of “bluez-gnome”.
This can help in identifying issues in case you can't detect anything, and you are not sure if the issue is on the XBox controller or in your Bluetooth adapter.
TP-Link U500 - Not working as of 20/01/2022.
TP-Link UB400 - Working