The Zapper is nothing more than a big handle for your Wiimote and Nunchuk. It's about as inert as a game accessory can get. There's no circuitry, no wiring, and no real technology of any kind. It's just a thing that you hold, that itself holds things.
Which means that, unlike more sensitive items like GameCube controllers or memory cards, there's no real harm in eschewing the Nintendo-branded shell for a different option. Would you even consider a third-party gun shell? Or is Nintendo loyalty and fear of product failure locking you into a first-party purchase? For the purpose of discussion, let's pretend that Link's Crossbow Training isn't a factor. We're actually considering a nonstandard Zapper ourselves, because we're nonplussed by Nintendo's design, and we think we'd enjoy the lulz provided by one of the more out-there gun shells. Not to mention the fact that some of them have features the Zapper lacks, like extra vibration (nice!), or ... a laser sight.