So long as the third party device is Zigbee capable, it should work with Digi XBee modules.
It is important to have matching Zigbee standards. You can change which one the Digi uses by setting its ZS value between 0-2.
0 - ZigBee 2006 with Digi extensions (default)
1 - ZigBee 2006
2 - ZigBee PRO
Be sure and save the setting afterwards (ATWR).