Two follow-up questions:
(1) "Another limit here is that MD will send everything out to all ports."
Does this mean that MD would in principle be bidirectional with both the Guitar Wing and PUC, and send MIDI to both? If so, I don't think that's a problem, because I don't think the GW would receive anything.
(2) "The thing is that you're going to need a supercontrol->subcontrol for every parameter that you wish to control in MD. Does that make sense?"
Not completely. Are you saying that I can't just set my existing controls to "receive MIDI", that every control would need a "duplicate" to communicate with the Guitar Wing? How about, let's say I already have a supercontrol in MD that has multiple subcontrols (mostly PC/CC messages). If I set that supercontrol to receive MIDI, match the MIDI channel/message with the Guitar Wing, would that do what I want?