Axis selectable handwheel

I would like a hand wheel (wired is fine) where I could select an axis and a step size and then dial in tool positions.

Does this exist?

I have seen people use an XBOX 360 controller, but I have no clue on the details.

Are you talking about something like this?

https://www.amazon.com/HandWheel-Optical-Encoder-Generator-Pendant/dp/B00D7VSR6I/ref=as_sl_pc_as_ss_li_til?tag=gacn-20&linkCode=w00&linkId=530d6c24296ef2e403c53670081fe56a&creativeASIN=B00D7VSR6I

Another option is Contour Design’s ShuttleXpress — there’s support for it in Chilipeppr, and I believe bCNC.

Exactly! Will it work with xcarve? Or UGS?

No Mach 3. I believe GRBL does not support this too well, but i have seen custom controllers that do work using macros.