There's no way to load new waveforms, but you can load "new" voices that use the built-in waveforms, and you can edit voices on your own. The following post includes some links to voice packs and voice/performance editors for the MX synths:
Well, I’m all set now :p Very happy with my Roland FA-08 and Korg Kross 2 88. However, as I’m traveling back and forth between my girlfriend’s house and mine, I needed something portable. I bought the appartment next to hers and I’m in the process of moving but won’t be there permanently before...
If you have an iOS device, Yamaha makes apps for iOS (some of which are also available for Android devices), and some of those apps can be used with the MX synths: