And why it needs so many components to work. I didnt count them all but it looks like around 50 discrete components. I don't understand why it needs that many. I thought just one single zener diode is all you need.
Well, the zener is the core component, but you need a driver and sampling circuit around it. Did you count the components or the pads? I count roundabout 20 components (~40 pads). The design by
betrusted.io even manages to work with 14 components; look how tiny it is.
Again, if you check the schematic, it's definitely much easier to understand what it's doing, especially if you have such good resources online that help you understand it as well.
Trust me, it's not a pain. Foundation Devices have such circuits in their hardware wallets and the USB RNG you linked to, may have the exact same thing inside it, as well.
I think it does:
The TrueRNG Hardware Random Number Generator uses the avalanche effect in a semiconductor junction to generate true random numbers. The avalanche effect has long been used for generation of random number / noise and is a time-tested and proven random noise source.
The cost to buy theirs would probably be less than the cost to try and make one yourself. Not only monetary cost but time costs.
That just confirms that this is a good circuit.

I just wasn't aware that they're sold under the simple term 'TRNG', as I couldn't find anything when looking for 'avalanche noise circuit PCB' or so.
It would be good if these devices came with schematics and board files to verify the circuit more easily.
(1) Compare product to PCB files
(2) Compare PCB files to schematics
(3) Check schematics to understand what the circuit does and verify that it's what you want it to do