Yep, just open the MIDI panel of each instrument you want to assign to a split and choose your controller + the key range.
This should make the instruments pick up notes from the controllerwhen it matches that range, and otherwise pass them on to Renoise.
I’ve also created a little tool that allows you to do this in a more compact interface:
https://forum.renoise.com/t/new-tool-3-1-midiperformer/47001