As a general rule of thumb, the fewer blueprints that handle player input, the better. Exceptions surely exist but this does not sound like one.
Any reason why the Pawn cannot simply fire the appropriate event / function / logic in the component it owns?
If the components are added dynamically during gameplay and we do not know upfront what will be added, you could use event dispatcher.
In short: handle the input in the pawn who tells the components what to do.
You might be up to something more elaborate, ofc; if, for some reason, the above wouldn’t work, do tell.