Use an USB cable instead of Bluetooth.
Yeah, I haven't had success, I've tried other controllers as well.
Might have to do with the TV not being in the "Game" display mode. My TV does the same thing if it's in any other mode.
Try connecting your Android Box via LAN, esp if the game is an online game.
change hdmi cable
Bluetooth is terrible on every android tv device (even the shield pro) . I use controllers with a dongle (2.4ghz) those don't have any lag. You could try a usb hub for your device if it doesn't have a usb port.