Yes, I'd recoomend using the controllers in the synth. The RD has some midi functions, but they are well hidden and I doubt that cc64 is modifyable. The XP will do it easily.
You can assign each slider on the RD to control a different midi channel on the synth, such as strings and choirs.... then blend them in as you play. It's a nice effect for ballads or powerful endings.
Let me know how you make out - I had all 4 RD models, as well as the Roland Rhodes. Loved the vibes and clavs.... and the #7 ep with tremelo is a MARVELOUS Rhodes simulation, isn't it?