TheAntiBanker: so do the versions GOG sells have support. I have medical reasons not to be using a keyboard and mouse for the time I like to spend on these games.
Morrowind don't support controllers, until you use OpenMW.
In any case, OpenMW is the best way to play Morrowind nowadays. Stable, fast, lot of "quality-of-life" features like "virtual filesystem" for mods, custom (bigger and clear) tts fonts, 3rd person camera zoom, etc. And it's compatible with GOG-version.
Controller support still don't perfect, like in Xbox version. Your can't navigate in GUI with D-pad in current OpenMW builds, only with analogue stick.
You will have problems with OpenMW only if you need lot of incompatible mods like "Building Up Uvirith's Grave" forks.. If you just need some essential mods like "Patch for Purists", "Better Bodies"/Clothes/Heads, ESRGAN textures - it's works perfectly fine.
Oblivion, formally, support controllers, but in practice it's nearly unplayable with any of modern controller, until you use software like Xpadder or Logitech profiler. You can get used to it, but the controls are clumsy.
GOG version still better that steam, coz it's not require launcher, but still support OBSE.
TheAntiBanker: haven't found one that works.
Xpadder, Pinnacle Game Profiler (not free), Logitech Profiler (free, but only for Logitech gamepads). etc.
Personally, I played Oblivion with old (freeware, via XP-compatibility mode) version of Xpadder. Probably not the best way, but it works.
By the way, you need to disable the controller support in the config.
bUse Joystick=0 in Oblivion.ini