Pro controllers work with *Wii U* VC console games, but not regular ol' Wii VC consoles games, if that makes sense. They're two separate online stores on technically two different systems, and the Wii U VC is not terribly expansive as of yet. Definitely don't assume that just because a game's on the Wii VC that it's also on the Wii U VC.
Wiimote/nunchuck, as well as Wiimote alone, technically works for all Mario games I believe (as well as Smash Bros, FYI, but it's not ideal). Pro controller would definitely be better for all those. Wiimote alone isn't so bad with the 2D Mario games, but the 3D ones really are better with an analog stick. Wiimote/nunchuck might solve that, but then you'd have your "run" button mapped to a trigger, which would take most people some getting used to.
So yeah, it sounds like three Pro controllers is the way to go for you.