It is possible to edit the midi files on board but much much easier to do it on your PC . I use GN midi . If you are really stuck I will have a quick refresher read at the manual and go through onboard editing but I would highly recommend GN midi.
For easy access you have two choices. Your can use the Juke Box feature which works fine but I use Demo and Hit feature which I find perfect. I is fairly well explained in the manual. Basically you form a directory consisting only of the files you will use then arrange them in banks of ten per page for instant access.
I know it is always "easy when you know how" and because I've been doing it this way for years It might not be as straightforward as I think but give it a go and if you have any probs I will help as much as I can