At least the Linux/ALSA driver version has a GUI with message display

I think that Sierra Studios has at least the MT-32 manual. if not I could scan my MT-32 manual.

Thanks collector, but as I edited my post almost right away, I found the manuals on Rolands site.

I wonder how I'd have to rig up the two devices with the pass through so I can see the messages in the MT-32 display but hear the music from the CM-64 one (if that is possible)...

You need MIDI splitter. Generally, proper splitters are not cheap but in your case simple Y-splitter might just work. Search eBay for "MIDI splitter," there are a few of these right now.
Theoretically, it should be possible by a software solution -- intercept all MIDI messages, identify all text sysex, and remap them to a different channel. In that case daisy-chaining modules would work. In practice, I don't know if such software even exists. The splitter solution sounds less painful.

You need MIDI splitter. Generally, proper splitters are not cheap but in your case simple Y-splitter might just work. Search eBay for "MIDI splitter," there are a few of these right now.

There is a simplier way to do it.

From the computer you could connect the midi out to the midi in of the CM-64 and connect the midi thru of the CM-64 to the MT-32 and simply unplug the wires from the MT-32 to the speakers. That way you will only hear the CM-64 sound.

Hierophant: that's the solution I waslooking for 😀
Now I only need to find another midi cable. Almost nowhere in the real world I can find those damn cables. Though I think the old PC keyboard cable is the same.

Edit: Kicking myself! I have two cables and the midi-out one doesn't need to be connected. So I hooked both devices up with the midi-thruh port and it works just nice!