Hi Mark,
I'm afraid there is no way to control the dialog using the memories. (unless you are into scripting, there is a "run program" in the "Special" task...)
Depending on what you want to do, it is possible to adjust the values inside the palette. For example, you can use the "Palette" task to change the colour of a palette.
Regarding the OSC commands, there is a list in the "API" section of the CueluxPro manual. I do not know how up-to-date the list is though... Is there any specific reason you are looking for it? If you can't find your answer, let me know and I will have a look at the code.
Greetings,
Bootsy