Consider a charged particle entering a uniform magnetic field with some constant velocity perpendicular to the magnetic field. I know that the particle will follow a circular path within the magnetic field and the magnitude of the velocity will stay constant. Hence, the particle will have uniform circular motion. Since the particle starts with zero angular velocity and ends with some nonzero angular velocity, does a particle's rotational kinetic energy change when it enters a uniform magnetic field even though the work done on the particle by the external magnetic field is zero?
Your mistake is in saying that the initial angular velocity is $0$. As soon as the particle enters the magnetic field it has a non-zero angular velocity about the center of the circular path it will start following. Therefore, it's rotational kinetic energy does not change. This makes sense, since there is no torque about the center of the circle acting on the particle.
I am not sure if I understand what you mean by particle's rotational kinetic energy. If by particle, you mean an electron, the rotational kinetic energy is meaningless. If by particle you mean a conducting or non conducting sphere (hallow or solid), then I can answer the question.
If the sphere rotating as if it is attached by a string (or spring!) and some one is rotating it, at each moment you get an additional magnetic force component which is added to the force of the string. This can increase or decrease the angular velocity and radius of rotation. But changing the radius also changes moment of inertial and thus the total change in the rotational kinetic energy remains zero.
If by rotating you mean spin the answer will be as follow: Conducting sphere: before the sphere enters the field, the electrons are rotating. As the sphere enters the field the electrons enter the field at different directions of velocity. So they will move on the surface of the conductor based in the direction of their velocities. If the sphere is very heavy and the magnetic field is weak the sphere moves on a straight line with some surface current. if the sphere is light and the magnetic field is very strong the sphere will stray from the straight line.
Non conducting sphere: since the electrons cannot move (at least in small magnetic field) nothing happens and the sphere moves on a straight line. What happens to the electrons and atoms inside the non conducting sphere depends on the material and the bound of the atoms. Again if the sphere is light and the magnetic field is strong enough the sphere will stray from the straight line.