Yes you can do a MIDI dump of the sampling data on a DJX. Select Function then enter no. 88 for the Sampling Send function. You will need a MIDI sysex utility or a sequencer with sysex capability to receive and reload the sample data. Note that MIDI is slow for sending sample data so it may stay in "Wait" mode for quite a while before the data is transferred.

It is outlined in your manual or you can see the online PDF of the manual listed under MIDI Functions at ftp://www2.yamaha.co.jp/manual/pdf/emi/pdfe/port/DJX_E.PDF