Hi Henry,
You can use GS MIDI files directly on the Genos without changing anything, because the Genos is GS compatible and has internal GS Voices. You can also edit such MIDI files (e.g. changing Voices) directly on the Genos and then, as usual, save them again using "MIDI Multi Recording > Setup > Execute > Close > Save".
To convert GS MIDI files into the Yamaha XG format on the PC, you can use e.g. PSRUTI or MixMaster (Optimize XG function). PSRUTI can also convert MIDI files to GM.