Specifying the Bend Range
Since the GR-20 transmits Pitch Bend data based on a bend
range of 24, you must set your sound module to a bend range
of ±24. For details on making this setting, refer to the manual
for your sound module.

When you were recording were you hearing the sound from the Roland Woodwind/Sax setting or the virtual synth ?

http://forum.cockos.com/showthread.php?t=27540

Make sure it's in Mono mode not Poly as you bend one note it will bend them all.

There's another script if you are using Kontakt to have six individual strings and bends in the one instrument without adding 6 of the same instrument.