I would say if you would just play them and adjust them manually would be safe. If you’re serious with loudness matching, I would probably put your Zynthian to your IBM computer DAW and check it with a serious RMS/LUFS and peak meter, since I don’t know what the exact function of Zynthians own meters are. You can also try manually play your chains to a backing track (I have no experience in live mixing, but would aim for a backing track around 0 dBVU = -18 dBFS, but @riban should know this) and tune the loudness manually (with an eye on the 0 dBfs peak indicator) in order to have the perceived loudness of chains with different sonic qualities. That way you make sure you’ll hear your sampled xylophone no matter what the peak meter tells you.
I’m not sure if the reference midi track would help you, because I think you adjust your playing automatically to the output sound.
I don’t know if I can recommend this for a serious live performance.