The only way I can think of doing it is to create a new manipulator axis, then when you rotate it lock it to that axis. Or, umm.. , what if you rotated the rudder en edit mode so that the axis you want to rotate it along is vertical, (write down the angle) then in object mode rotate it back to where it should be, insert a key frame there, then you can rotate it along its normal z? axis. Hope this helps, Cheers Kieran