The way this is implemented on the x0xb0x, MAM MB33, and IIRC the 3031 is that the synth looks for note off events. If it sees one it shuts the gate, if not then it slides from one note to another without shutting the gate so in an external sequencer, you just need to have the note that its slides from "go" beyond the start of the note it slides into. The x0x will actually send out midi slides like this also