VR-09 and Pyramid

Hi. I’ve just received my pyramid and can’t make this simple thing. I have a Roland VR-09 that I love for the Electric Piano sounds and want to simply control it with the pyramid. But, I’ve tried with the three Midi modes from the Roland (Mode 1, Mode 2 and Keyboard), and all I get is the normal Piano sound (I’m unable to choose another sound). Any idea of how to fix it? I think it’s a limitation of the VR-09, but maybe there’s a more complex way to make what I want.

(I don’t have this problem either with the Minilogue, Model D, Volca Keys nor the DR-880, all connected and working normally)

Thanks