I would buy Tesla's adapter.
1 - It will increase the likelihood of a fire. Even if you ignore (or rule out) the possibility of that no-name part being poor quality, more connections = more opportunities for a loose connection. And a loose connection will create heat, which could cause a fire.
And to make things worse, the Tesla charger is quite heavy and all of it's weight is hanging from the outlet. The Tesla adapter's design includes a 90deg angle right against the wall so it it pulls down instead of out. Adding that adapter will change the geometry so that the weight of the charger tends to pull the plug out of the outlet. Which could be very bad. Because as I said above, a loose connection could cause a fire.
2 - The space savings is pretty darn minimal. I can fit the mobile charger and 4 Tesla adapters (all I have) in the bag that comes with the charger which is going to take up the same about of space no matter how many adapters you have in there. I cannot imagine a scenario where the smaller size of that amazon adapter would make any difference.
3 - That amazon adapter costs almost as much as Tesla's adapters. $25 vs $35. Even if the only downside was the decreased aesthetics of having an extra adapter in there, saving $10 wouldn't be worth it.