I have an issue with a controller I created for a bone. When I rotate it in its local space around one axis, the other values also changes ( except for the Roll).
Since it’s in its local space, shoudn’t only the angle tweaked be modified ? Or Am I missing something ?

Short answer:
It is okay. You are doing everything right.

Full answer is complicated, because it includes different rotation representations, quanterions and Euler angles in particular. Unreal Engine calculates all rotations in quanterions (By bunch of reasons), but they are very hard to understand/interpret by human beings. So before displaying it in interface rotations are converted to Euler angles. And one Quanterion could be equal multiple different Euler angles (Which is still one final rotation, you can imagine it like rotating object by 180 degrees on X axis, or rotatate this object by 180 degrees on Y axis and then by 180 degrees on Z axis. It will be same rotation, but represented in with two different Euler angles [180, 0, 0] and [0, 180, 180]). Also when you input rotation - you input it in Euler angles which then get transformed into Quanterion.

Ok I got it, worked a bit with quaternion before, but didn’t know that UE was doing the transformation implicitly when changing angles. Anyway it’s clear now thank you