They're $10-15 absolutely yes.
If you plan on doing the work yourself.
Most auto stores will check codes for free. So you could just take your car there for a free somewhat honest opinion. You'll at least get the codes which you can google on your own. And do your own research.
The Torque app on Android is pretty cool if you're a car guy.
But if not, all these bluetooth adapters do for you is spit out the codes
Take my cars P0138 code that I have a check engine light for. You type that into google. 'P0138 mazda 3'
Read through some threads. And I likely just need to get a new lower O2 sensor and a wrench/tool to make the job easier.
Costs me maybe $40 in parts when I'd normally have to pay a shop $150-200 just for that easy job. Breaking that nut on the exhaust loose will definitely be the hardest part.
I've never heard of a malicious dongle. But they aren't quite read only. They can send a signal to your car to clear all faults. This is useful if you want to isolate/trouble shoot an issue. See if it was a one time fault or if it's reoccurring and what makes it reoccur. Can you reliably replicate it?