Go into the attributes for the object's shape node and choose a different rotation order. Try a rotation order of, say, ZXY first. You'll need to experiment with the different rotation order options before you do any serious animation work, because if you change it later, all of the keys will be reinterpreted with the new rotation order and you will have a mess on your hands.
As Joojaa mentioned, the ultimate solution to this is to parent your object to something else (like a locator or NURBS curve) to use as a control object. If you create a hierarchy of two or three control objects, you can use each one to control a single rotation axis. Separating the rotation axes out to unique transform nodes solves the problem, but it's more work.