Recommendation systems typically require centralized user data, limiting user control and raising privacy concerns. Federated learning offers an alternative by keeping data on-device, but its impact on real user behavior remains largely unexplored. We present a live federated recommender system that allows users to control the recommendation objective while keeping their data local. In a 53-day deployment with 22 participants and a catalog of 8807 titles, users interacted with recommendations and switched between personalization and diversity-enhanced ranking. We find that users prefer personalization when given explicit choice (65.37\% vs.\ 62.07\% CTR), actively engage with control mechanisms (3.93/5 satisfaction; 248 settings changes), and develop an understanding of how their interactions affect recommendations through immediate feedback. Our results show that user control, privacy, and effective personalization can be combined in a working system. We demonstrate a practical approach to interactive, privacy-preserving recommendation. Code and demo materials are available at: https://github.com/SlokomManel/federated-recommendations-participants