I have been struggling with this problem on OS X for a few days now. When running version 3.0-766-dirty (as per this thread) Dolphin connects to Wii remotes just fine, both older remotes and new Wii Remote Pluses. I tried following the directions here, but they didn't work (Mac section seems to be outdated), and I don't think they should be necessary. Am I missing something? They don't connect when "Continuous Scanning" is enabled, either.
EDIT: Also tried on the latest 5.0 release candidate, no dice.
EDIT: Also tried on the latest 5.0 release candidate, no dice.