Yes I have the awake problems as well. The edimax 7811Un is working (thx DJ-LB!) however I experienced these awake problems afterwards, however I just bought the machine so I am not sure if it is correlated to the wifi dongle or the machine itself or even el capitan. .
First i did not think of the wifi dongle so I searched the internet. I resetted the PRAM and SMC a few times. Did not work. I tried to change the hibernate mode to 0 in terminal but the system refused so it's on 3. I deleted all the bluetooth connections. Problem continued.
By coincidence I powered the macbook air 2008 without the dongle... and yes the problem was solved. I removed the wifi dongle and powered the machine and put a normal usb stick in. Without the eject option I closed the lid. I went to sleep... but after the computer went into the deep sleep mode (hibernate mode?) and the problem was back. Then I repeated the procedure with the usb stick but this time I clicked on eject the usb but left the stick in the port. Problem did not arise.
Back to the wifi dongle. I can not eject the wifi dongle in 'finder' as it is not there. It is not on the desktop screen as well. Anybody who sees the dongle in 'finder'? Can anybody eject this dongle in a save way? And how was that in yosemite?
I can switch the wifi dongle with the application of edimax in which there is an option 'radio on'. So decided to put radio 'off' before closing the lid / putting the macbook in sleep mode. It seemed to work for the time the computer was in sleep mode but not in hibernate mode.. problem arose after after 15 minutes.
Somebody an advice?