I play the GOG version with steam controller, but I'm a bit of an edge case. I play on linux, installed the GOG version through PlayOnLinux (thus playing it through wine), and I made a launcher in steam so that I can use the steam controller with it (anything you create a launcher for, even an emulator or nethack, gets steam controller support for free). Even if you're not on linux, you can do the same : just create a launcher ("add non steam game") to launch the GOG game.
Even then, though, it does not qualify as "proper support" if this means "native support". It's just like using steam controller for any game that has no controller support : you configure it to emulate keyboard and mouse (but it's still a good experience for NMS, once done).
Yea, I know you can configure it, but by "proper", I mean that it is automatically configured, and that the buttons can automatically change their action depending on the context. I believe it works this way in the Steam version of the game, but when I tried a few months back, it didn't work that way in the GOG version.
