Velocity X-fade deals with instruments with the layers (and there are not typically that many), so it acts on those [numbers], where there is the actual change to the next layer. So you're relying on coincidence of the value of 'expression' felicitously corresponding with the other thing. I don't think it's a great idea, no.

I control the crossfade with the modwheel, but then I usually raise the dynamic range slider so that loud notes sound even louder and quiet notes sound even quieter.  The effect would be far too pronounced if you had Expression tied in to that--the loud notes would be full volume and then the quiet notes would be completely inaudible.

Combining expression and velocity cross-fade is most probably too much. As suggested, increase the DynR (=dynamic range) slider! It will give you better results. I tend to use velocity cross-fade for longer notes (legato, sustain etc.), and switch it off for short notes (staccato, spiccato...).

Yeah, I'm not trying to wash out things, particulary a solo. I want to hear detail; we're talking about tonal changes but you want to hide behind reverb.

I think for a solo instrument it's not only not de rigeur, it tends to be a bad idea owing to the phasing. The change in tone is availed to us through the change in velocity. I found zero necessity for it in solo instruments (it doesn't suit me, I use velocity and these two approaches disagree, it isn't useful to me), and wasted quite some time following this kind of advice in these fora.

And again I think there is a hazard of placebo effect believing in it. I think crossfading velocity layers is indicated for, designed for long notes in ensembles. There are other tricks for solo insts, dynamics patches particularly which can be stretched/shrunk, and give the actual response as recorded, which has to be more genuine.