I am not sure how to set this up, but as an audio FX I triggered this inadvertently a few years ago. The controller section of GR5 does take MIDI input and record them even as an audio FX. I had been playing back a track and mouse clicking on different patches (in X3) and they all "took" which drove me bonkers. I remember that resetting/removing controllers from GR5 fixed it, but do not remember the detail of what I did.
NI would be a better place to send an email directly. They pointed me to the controller section when I emailed them, but did not seem that they were entirely familiar with SONAR.
I am not sure if the VSTs can be forced to be instruments, but others may have insight to this one (I seem to recall seeing a way to do this, if even using a generic VSTi host to pull GR5 into).