Hey Jan,
Good tip...I kinda do that here at home where my keyboard is. On my home computer, I have the Yamaha XG-50 Softsynth set as my primary midi mapper but it's real easy to switch over to my keyboard (GEM WK8). If I get a midi that uses a lot of XG voices, I like to hear it first with the softsynth, then choose the best equivalent on my board. At work, I use an external Edirol SD-90 module which works very well (GM, GM2, XG-Light voices).
I noticed that you play a Korg PA1Xpro. How has midi playback been for you? I know that Frankieve commented about the drum selection when playing GM midis and Notlos commented about the mix of the track volumes (I think).
Thanks.
-mike