With the help of the similarity transformation connected the variable-coefficient nonlinear Schrödinger equation with the standard nonlinear Schrödinger equation, we firstly obtain first-order and second-order rogue wave solutions in two dimensional graded-index waveguides. Then, we investigate the nonlinear tunneling of controllable rogue waves when they pass through nonlinear barrier and nonlinear well. Our results indicate that the propagation behaviors of rogue waves, such as postpone, sustainment and restraint, can be manipulated by choosing the relation between the maximum value of the effective propagation distance Zm and the effective propagation distance corresponding to maximum amplitude of rogue waves Z0. Postponed, sustained and restrained rogue waves can tunnel through the nonlinear barrier or well with increasing, unchanged and decreasing amplitudes by modulating the ratio of the amplitudes of rogue waves to barrier or well height.