My Roland EA7, I record direct into the keyboard...usually sample C3, C4, C5 and C6, I save the samples and open multi sample, edit mode...placing the four samples in their proper range...save the Multi sample , and make a user tone from the sample..
That sounds so easy... except all great tones on the yamaha are multi layered samples... if yoi want true expressiveness in your tones it will require a few more samples...
If you want to do this make sure to use a midi file, that plays the Yamaha tones at exactly the right velocity.. (to find out at which vellocity which sound samples are played use the YEM editor of your Yamaha to find out)