@jiepiewie Try using the bluetooth menu items to de-register the controller and try again. Make sure you havent lost the pairing by accidently holding the select button for 3 seconds – this wipes the pairing.
@abs7 No, that shouldnt need a udev rule. It should just work.
RetroPie help guides --> https://goo.gl/Yfy8kj
Please read this before asking for help --> http://goo.gl/eLErnl