This platform is new so going just by platform we have a couple of games that are rated adult only or 18+ that belong to WII-U. This is not a definitive list and some may disagree on whether the adults only aspect applies. However based on what you should allow your kids to play still holds true here to a great extent. Most Wii-u games fall in the category of adults only by violence level and detail.
So here goes.
Ninja Gaiden 3
Except for the trailer I do not see any reason for this being Pegi 18+ but then again we know that ratings aren’t accurate.
ZombiU
Assassins Creed III
Call of Duty: Black ops 2
Mass Effect 3
(click any to image to buy)
As you can see none of these games are new. More will get ported over sooner or later. However one thing is for certain, it will be a long time before any of the platformers will allow truly 18+ games. PC market is not doing well already with regular games however platforms have been doing well. These games are still worth a buy because they are at least a 16+ and honestly quite ok for teens to play. We grew up with unrated anyways.