I tried to follow your discription on the editor with firmware 1.43 and editor 1.08.

So I chose a new empty preset and chose one fx block as Wah with fx-Model as Fassel. Then I changed to the Controllers page choosing Model = Fassel, Controller = EXP-1 (for example).

Then with my foot I moved the expression pedal on my HD500 device. This results in changing to Controller"---".

If this is your problem, I can advise not to move the pedal until you have set all desired values for this effect, e. g. Min., Max, Fs-Assign, Parameter, etc.

Just edit all values and don't worry - the edited values will remain in memory.

Finally, of course don't forget to send at least the selected sound to your device.

However, you have pointed to one problem you should give as a feedback to Line6: http://line6.com/company/contact/productfeedback/

While editing e.g. the Min-Max values of the wah, you cannot test it how it sounds by moving the expression pedal without beeing set back to Controller "---" inside the editor. This may suck. So after testing you have to re-choose the controller.

But here is another hint: While editing the expression pedal, I can see the values on the display of my HD500 which don't vanish by moving the pedal. So at this moment you better turn the 4 encoder knobs underneath the display to change the pedal values live.