Phiuuu.... I had the same problem @CeZza_Gant .
First i updated BlueZ to version 5.37 from this link
https://learn.adafruit.com/install-bluez-on-the-raspberry-pi/installation
There's a newer version (5.47 or something) but when i installed that one it didn't work.
Anyway... after following the instuctions for 5.37 suddenly it worked. Not sure what happened but it worked.
Turn On my Adafruit Feather 32u4 Bluefruit LE
I entered to configuration ->bluetooth->Register and connect
Retropie detects my BLE device and then connects
Something happens there, the UI freezes so i have another keyboard connected to my RPi, Ctrl+C to go back to Emulation Station
And that's it. The feather's blue LED is turned on and connected to the RPi
You go to configure input and the feather is detected as a keyboard.
It all was a trial and error, so, if my instructions doesn;t work, keep trying.
Regards from Mexico!