Seem like you pretty much nailed it.
Create an external MIDI track, drag "copy" or "move" the region(s) to the external MIDI track. Use the Ext MIDI tracks Inspector to select the MIDI Interface/port and channel number, I would also use the list editor to change all track data to the same MIDI channel the Korg is set to receive on.
Some MIDI keyboards have a setting that echos MIDI In to MIDI Out, if the Korg has this feature it should be disabled. It's usually called a "Soft Thru"
Audio out of the Korg into audio in on the interface. Set levels... I think it would be best to disable Preferences/Audio-software monitoring. I would record the Korg's output with only the External MIDI track enabled, no other audio ot MIDI tracks playing.
A lot of what I suggested is precautionary but it covers all the bases.
Another thing you can do is bounce the software instrument track and then compare the timing of the two audio tracks, the Korg audio track may be a little out of sync with the software instrument's bounce, adjust Preferences/Audio "Record Delay" to compensate. Once the record delay is set correctly it will be good for that "Sample Rrequency" and "I/O Buffer" size for any future recordings.
The second method is to use the External Instrument "I/O" plugin on an audio track, the manual gives a good description of how to use it. The "I/O" plugin is in Logic's utilities plugins. It will treat the Korg like a Logic instrument allowing it to be bounced.