Just to be honest, it is possible to add parts to a model, but the required effort and amount of trial and error involved just not makes it worth it.
Assuming you have figured out the structure of .x files, which is an entire science on its own, the basic workflow starts with exporting the cockpit model as an .x file from ModelConverterX and save the Modeldef generated by MCX to a text file. Custom clickspot, visibility and animation code, however will be garbled so the first thing one has to do is get the modeldef* and .xanim in order, sorting out code and cleaning up each entry's name. Then, using the model loaded into MCX as a reference, one has to re-assign every single animation, click spot, visbility, etc... by finding the appropriate part in the .x file* (they are generically numbered instead of named, so you'll be searching your posterior off!) and generate a part info entry for it in hex format without absolutely any margin for error. Once this is done, the .x file may be compiled with XToMDL using the cleaned up Modeldef and .xanim files. After you've made thoroughly sure that the model works as it should and after you've squashed the zillion bugs introduced during export and recompilation, you may merrily add any additional parts you've modeled in Max or Blender and exported from there in .x format. Keep in mind, however, that the model in .x format will most likely be flipped upside down so you have to adjust your added parts accordingly. You're also going to drive yourself insane with figuring out a correct combination of poly and normal orientation as .x files have a mind of their own.
When you're done with everything, you'll have wasted hundreds of hours with very little gain. Congratulations!
If you want a taste of what it's like to work on models in .x format, download the BAC 1-11 FSX upgrade from my homepage and check out the conversion related documentation. Note that the model is "only" FS2002 grade, which means little to no clickspots outside of 2D panels and low part and material count. Also, the conversion toolkit already contains a lot of fixed parts and specific instructions about what is to be added where in the .x and .xanim file, things which you will always have to figure out on your own since every model is different.
I hope spending (way too much) time with the seeminly simple conversion will kill any ambitions you might have and settle for more convenient solutions.
*Exmaple numbers for a current payware grade cockpit model:
MDL file size: 10 MB
Polycount: 242000
Partcount: 922
X file size: 29.5 MB
X file lines: 1,500,000 (!!!)
XANIM file size: 360 KB
XANIM file lines: 4450
Modeldef file size: 802 KB
Modeldef lines: 23000
Modeldef custom code lines: 8700