This is a bit old, but I thought I would contribute something I did to help this device work better.
The stock Zigbee antenna seems weak in general. I went to Amazon and purchased two new Zigbee/2.4 GHz Wireless antennas. The one was a small leaflet, like you would use internally in a Wifi router. The other was a more proper antenna on a printed circuit board. (links below) Both were about $8 each, so not expensive to try.
The controller box opens up with two screws, and you just pop the old antenna off and new one on.
The smaller leaflet worked better than the stock antenna, but still was not the best. I liked the fact it matched my fan canopy and downrod color so it was more inconspicuous than the stock or the other aftermarket antenna. The antenna wire was tiny, which helps to get it out of the canopy without pinching it. This has a very long flexible lead and has both the white and black antenna included.
The larger PCB style antenna seems to have much more gain than the others. It was the clear winner of the three. It is a bit ugly, but I think a bit of paint would help disguise it without attenuating the signal. For now I just left it "naked". The wire was a bit larger than the one above, but still much smaller than the original antenna lead. The lead on this is longer than stock but much shorter than the first antenna. The lead is stiff enough to support the antenna without tape or anything.
small leaflet:
larger PCB: