Looks like I fixed it. I guess the controller binds are different for bluetooth.
Added the following to
/opt/retropie/configs/nes/retroarch.cfg
input_device = “Sony Computer Entertainment Wireless Controller”
input_driver = “udev”
input_enable_hotkey_btn = “0″
input_b_btn = “14”
input_y_btn = “15”
input_select_btn = “0”
input_start_btn = “3”
input_up_btn = “4”
input_down_btn = “6”
input_left_btn = “7”
input_right_btn = “5”
input_a_btn = “13”
input_exit_emulator_btn = “3”
input_menu_toggle_btn = “12”
all the buttons now work in nes, and I can exit games by hitting select+start or bring up the retroarch menu with select+triangle