First off all - mario has a PSR model, and NOT the pro. It's not expandable.
Secondly - I have always notices a terriblr handling of the polyphony issue on that kb as well. There are simply too many layered voices going on at one to handle it well. That was the major downfall for me. i lay on the sustain pedal and like to layer piano & strings alot .... it's just too much to ask of the engine. The max notes are eaten up way too fast and there is no way around it, unless you "thin out" the arrangements and use smaller sounds ...... but then it sounds whimpy. They actually improved the note allocation on the 2000 ...... it works much better in this regard.
The only thing you can do is rewrite some of the heavy, layered sounds or replace them with smaller, single voice tones (maybe XG voices are smaller).