I have the fx8 and grandmaster36.
It took some time to figure out, but I got it to work for me. I use fx8 edit and in the midi section, I put in a new program number on each switch I want to change a program on the amp. Like 10 will be clean and 11 will be lead. I don't have it in front of me but its cc # I think. The channel # on the amp is usually way off what I want, so I make my changes with the amp knobs, (clean, crunch, lead) dial, and the watt settings in the back, then hold down the save button on the GM36 until it flashes. So now, anytime I hit that switch on the FX8, it also changes to the program number I set up of the GM. Only one midi cable from the fx8 to the GM midi in.
Hope this helps you. Works great for me