If what you want to do is record parameter changes, during recording it should just record any CCs being sent.
If what you want to do is what people call
automation these days that can be done in real time by setting the recording mode to be overdub. In Session mode, youy can set a clip to loop in overdub mode and tweak controls one by one as the clip loops until you're done.
From the manual:
The clip overdubs as it loops, allowing you to build your pattern layer by layer. However, if you would like to pause recording for a moment to rehearse, you can deactivate overdubbing by pressing the Session Record button again. The contents of the clip will continue to play, but you can play along without being recorded. When you are ready to record again, press the Session Record button once again. Subsequent presses of the Session Record button will toggle between playback and overdub.
At any time while overdub recording is going on, you can use the Undo command to remove the last take, or even draw, move or delete notes in the Clip View’s Note Editor.
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