What Mike provided to you is a common splitter known as Micro USB OTG hub where male micro-USB connector goes into your phone/tablet, the female micro-USB connector is used to bring an external power (your phone will not be able to power up multiple OTG devices), and the rest are female USB ports (either 2 or 3 ports variations you can find on ebay) to connect your peripheral devices.
I haven't seen anything with another female micro-USB port to connect MHL adapter, and wondering if this is due to bandwidth limitation where the phone/tablet can't handle MHL and another OTG device at the same time. And btw, in those micro usb OTG hubs, female micro-usb is for power only.
For what you are looking, I would suggest a directly MHL adapter connection and trying PS3 bluetooth controller. I have seen a number of bluetooth PS3 adapters on ebay for $10. Never tested it, so not sure how it works and if its only compatible with PS3 console. Personally, if you are playing games on your tablet and need a wireless game controller, search for iPega game controller on ebay - those are very popular and typically under $30. They have a new version where it even has a clip to attach your smartphone, similar to more expensive MOGA controllers.
Hope this helps!