The PSR-S models can play either SFF1 or SFF2 style files. When you modify a style on a PSR-S model using its Style Creator feature and then save the changes, the style is saved in the SFF2 format, even if the style file was originally in the SFF1 format. This means most style files for the PSR-S models will probably-- but not necessarily-- be in the SFF2 format.
The PSR-E models can play SFF1 style files, but cannot play SFF2 style files.
SFF2 style files can be converted to SFF1 style files using a free utility from Jørgen Sørensen called "Style Format 2 Converter":
Style Format 2 Converter - The Unofficial YAMAHA Keyboard Resource Site
www.jososoft.dk
Converting SFF2 style files to SFF1 style files does not guarantee that they'll then be usable on a PSR-E model, but it's a first step.
There have been a few different variations of the SFF1 format. I think the current PSR-E models should be able to play the latest variations, but older models might not be able to; I really don't know. If necessary, SFF1 style files can be converted to an older SFF1 variation using a free utility from Jørgen Sørensen called "Style Old Format Converter":
Style Old Format Converter - The Unofficial YAMAHA Keyboard Resource Site
www.jososoft.dk
Again, converting SFF1 style files to an older variation does not guarantee that they'll then be usable on a PSR-E model.
Older SFF1 style files usually contained two style variations-- A and B-- but newer SFF1 style files usually contain four style variations-- A, B, C, and D. The PSR-E models cannot play the C and D variations, but the presence of those variations in a style file doesn't necessarily keep it from working on a PSR-E model-- although this might depend on the specific model; I really don't know.
Furthermore, there is a size limit on style files that the PSR-E models can load. For the 400-level models, the maximum style file size is about 50kB, but the exact size varies by model. I really don't know what the maximum style file size is for the 200- and 300-level models.
In any case, style files that contain C and D variations can be "remixed," either to remove the unusable C and D variations and thereby reduce the file size, or to shuffle the variations around to replace the A or B variation with the C or D variation so it can be used. This can be done using a free utility from Jørgen Sørensen called "Style ReMixer":
Style Remixer - The Unofficial YAMAHA Keyboard Resource Site
www.jososoft.dk
Again, this still does not guarantee that the remixed style files will be usable.
Even if a style file was already in the SFF1 format and contained only A and B variations, it's a good idea to "revoice" it for your particular keyboard model. This can be a two-step process-- first, replace any voices and drum kits that don't exist on your model with voices and drum kits that do; and second, replace any GM or XG voices with better-sounding panel voices if appropriate ones are available. This can be done using a free utility from Jørgen Sørensen called "Style Revoicer":
Style Revoicer - The Unofficial YAMAHA Keyboard Resource Site
www.jososoft.dk
Note that the PSR-E models don't have all of the features found on the PSR-S models, so there may be some CC and SysEx MIDI events in a style file that are problematic for a PSR-E model. You can examine the MIDI events in a style file, and change or delete them as needed, using a free utility from Michael P. Bedesem and Etienne Volbragt called "MixMaster":