First, on this Forum website there are videos of people playing live. - you should watch and learn - I am sure the players can identify themselves to you who do this but here is the technique: I think Bryface is good at this.....
A. You have 2 Nintendo Dsi - each one running Korg DS10+
B. You Compose your base track and build one of the 16 patterns as a 'SWAPOVER' pattern. i.e a drone or something without a heavy beat or even a speeding up beat or slowing down beat
C. Play your set using only one Dsi with the 2nd Dsi loaded up with the second track ready to go.
D. Play the swapover pattern - start the 2nd Dsi running and stop the first. while the 2nd Dsi is running. Load up the 1st Dsi with your next track and repeat the process...
Sometimes - starting the 2nd si can be crucial. Early electronic albums were recorded by just hitting the play button at the same time. . . .
Hope this helps