Yes,it's possible and it's quite simple in setup mode.
Create the first zone with the piano, and the second one with the Rhodes (the order only important to determine which sound enters when you select the setup).
Then assign a controller (e.g. cc pedal 2) to CC11 (expression) in both zones, but set the Add value to 0 in the first one and 127 in the second one. In the latter also put -100% in the scale field.
You may also set the "curve" parameter to something else than "linear" if you need the tune the crossfade behaviour.
You may refer to page 7-34 of the Musician Guide
If you prefer to do this using the mod wheel or one of the cursors you're free to do it, only look at the proper sections of the guide.

Thanks so much for your response. I am just reading this for the first time. I took the easy way out and set my zones separately. (solo and mute lol )I will get back to this topic at a later date when I have time. Just way too much on my plate right now... all music related. Much appreciated!!