Agreed, you can record MIDI from the Roland's keyboard into the MPC Sequencer, then send it back on playback, that'll work. On the MPC track where you've recorded the MIDI events, set its MIDI parameter to the port and channel you use for the Roland (e.g. 1A = Channel 1 on Out A). (Assuming you've hooked up the Roland MIDI In to MPC Out A.)
Key point: when you do this, you're not sampling, or sending the audio through the MPC at all, only the MIDI. You still have to hook up the Roland's audio outs as normal. Here's a picture I did to show how this works - your Roland would be where it says "Triton"
