Rust doesn't work with the steam link sadly, I think EAC (easy anti cheat) Blocks it
Other than that it faultless, had it since release and it's been brilliant on a power line connection, in fact I use it to play all my 3rd person games due to preferring a controller with them, Dirt3, gta5, tomb raider, Alan wake, Quantum Beeak and now I'm playing through all the batman Arkham games
Brilliant bit of kit!
Shame I couldn't get used to the Steam Controller at all, spent 3 or 4 months using and I still couldn't get my head round it, Xbox 360 pad work a treat with the link