The MR/ZR Getting Started Guide says:

MIDI connections with a computer:
MIDI Out of the MR/ZR to MIDI In of the computer
MIDI Out of the computer to MIDI In of the MR/ZR
[…]

In the MR/ZR, press the Select button in the SoundFinder Section
Turn the Parameter knob to get to the MIDI OUT Instrument.
This simple setting puts the ZR/MR into multi mode and turns keyboard local control off.

or:

MIDI connections with an external keyboard or tone module:
MIDI Out of the MR/ZR to MIDI In of the external module
Audio Out of the MR/ZR and the tone module to the Audio inputs of a mixer
Audio Out of the mixer to a pair of headphones or powered monitors

External keyboard or module:
Refer to that product's user manual to set it to Multimode

MR/ZR:
Press the Select Sound button
Turn the Parameter knob to select the MIDI Out instrument
Change the MIDI Channel to match the track you are sending it to
Press the Send to Track button
Press the desired Track button
Press Enter

Any track that has the MIDI Out instrument assigned to it will control any external MIDI module or keyboard connected.

Clemens ~ thank you so much for your interest & input. I have, in fact, tried exactly what you've suggested -- it's pretty well what was written on p. 256 of the manual. So, I've gone over everything for the umpteenth time:
First, I double checked the Setting on GB (Preferences > Audio > MIDI) -- I even unplugged the USB, re-plugged it, & physically viewed the "MIDI Status: 1 MIDI Input detected" go from "0" to "1". So again, I'm confident that we're good on the GB connections.
Next, on the MR 76 I hit Sound Select > MIDI-OUT: CH01 000:000 (see pic) . . . at this point it gets conflicting. I'm to "change the MIDI Channel to match the 'track' you are sending it to" . . . hitting the "Send to Track" button on the MR sends this "CH01 000:000" to any of the selected 16 Tracks ON the keyboard rather than the New Track IN GB. I simply select the Track #/button & hit "Enter", but then nothing appears or happens -- that is, NO SOUND from either keyboard or GB.
And yes, I checked ALL connections & volume levels, I tried putting on headphones, + no wave forms appear if I hit Record.
So . . . I cannot help but believe we are so very close, & that maybe the Operator (me) is missing just one very simple step. I've randomly changed every parameter, but no go.
The last line in your guidance also has me rather baffled: "Any track that has the MIDI Out instrument assigned to it will control any external MIDI module or keyboard connected." Hmmm . . .
One other thing: so you know it's just not me, I took the MR to Guitar Center & 2 different techs (both into recording themselves) were also stymied. We all got to the same point as in the pic, but couldn't make a 'sound'.
Have you any more rabbits in your hat? . . . thanks again, RnB

I don't have the MR 76; my only rabbit was Google.

If you connect the MR's MIDI Out directly to its MIDI In, can you play sounds through that?
And could you try the same loopback with the computer?

If Luck were For Sale I'd buy some.
I tried your suggestion both ways, but no sounds. I'm using a single MIDI cable ("mio" by iConnectivity) with separate IN & Out connections to the MR & a single standard USB to the Apple brain. I tried once more going into MIDI system & changing parameters on every setting, but again, no success there either.
I can't help but believe the solution is right there in front of me in plain sight. But so far, it's stumped 4 of us. Was hoping also that maybe an MR/ZR owner would happen upon this Question & have the easy answer.
Well, I'm not done yet. I'm going to Guitar Center tomorrow & check with 1 of the tech guys who might have a contact in CA that hopefully knows something.
If perchance you're not ready to give up trouble-shooting, I'm open for more suggestions. Like a good computer friend of mine always says: Failure is NOT an option.
Thanks, as always . . . RnB