Are off-brand labels okay, or do I need to buy the printer manufacturer's?

For Rollo, Nelko, MUNBYN, Phomemo, and JADENS, generic 4x6 direct thermal labels work fine and are widely used. The big exception flagged repeatedly across r/dymo and r/FulfillmentByAmazon is the DYMO LabelWriter 550 series, which is calibrated to reject non-DYMO labels via an RFID/recognition system. The older DYMO 450 line still accepts generic labels.