Elgato had a very fast response to my support ticket. So far they recommend:

We have tested this cable and it worked with the Elgato Game Capture HD60 S: https://www.amazon.com/Belkin-USB-IF-Certified-USB-C-Cable/dp/B00WJSPCSG

We've also had a customer report that this cable worked well for them: https://pbs.twimg.com/media/C6lxWgbVoAAK-H8.jpg

This adapter also worked:
https://produto.mercadolivre.com.br/MLB-963979076-adaptador-usb-31-type-c-para-usb-30-femea-preto-_JM