There should be an axis setting for all RPMs, I think. I have rpms set to the wheel on my combatstick.
When you want to change just one engine setting, hit shift-x. where x is the engine number you want to control.
When you want to go back to controlling all engines, hit shift-e.
The problem seems to be if you deliberately shut an engine down, then want to control the remaining 2 (on a 4 engine bomber say), when you hit shift-e, all good engines will fire back up.