Can I rotate multiple bones at once LOCALLY, without unparenting every single one? I'm currently having to rotate the bone rolls of my armature like this.

I have to rotate it the same way for all the arm bones, all the leg bones, etc.

In 3DSMax, you can select local rotation and rotate multiple bones at once, however, in Blender, this happens.

Does anyone know of a way to rotate these bones so I can switch their axis?

Thanks!
Pivot point: individual origins - it's the icon beside the shading selector and the 3d manipulator icon. Select individual Origins.