Okay nice try for the permission issue.
Actually, /home/pi wasn’t owned by the pi user (strange).
I have nothing in the folder /opt/retropie/config/nes. I assume it’s not normal.
I tried to put your config files in it @evilkitty, but as you said, it’s for a NES controller and it’s to hard to adapt the file for my xbox 360 controller.
I’d prefer to dig up on why my config is not saved in the proper folder.