Hmmmm
You DO need a back-up device for saving, i'm not sure if the standard ones can "fit" on a SGX.
For sure the exit bus is the same, if it can physically fit then the Ten no koe 2 is the word, perhaps the Memory Base 128, tho i'm unfamiliar with that.
You can transfer saves with the tn no koe bank, from say a Ten no Koe to a DUO.