Do third-party USB ethernet adaptors work in Macbook Pro Retinas? There seems to be conflicting information on the web, so I wanted to check if there are any problems buying a third party ethernet adaptor (eg this one). This is for a current (mid 2014) 15" rMBP.

I'd just like to save a few dollars ove the Apple Thunderbolt one.
As very every electronic devices, there are good ones and there crappy ones. 

Apple does not forbid the use of third party USB adapters.

Most of the time if the device does't work, it isn't Apple's fault but the device/driver problem.

So yes they should work.