Gary wrote:

How do I stop a Part from responding to Mod Wheel?

You do so by editing the Part.
Starting from the Performance Home screen:
Press [EDIT]
Press [PART SELECT 1/1] to view the Part parameter settings
Press the lower [COMMON] button if not lit to view the Part's Common parameters
Touch "Mod/Control" > "Control Assign"

Activate the "Auto Select" box (green) next to the Display Filter
Now when you touch the Mod Wheel, all parameters assigned to the Mod Wheel will be recalled. If there is more than one it will be shown.
Each Destination can be highlighted individually - if you want to delete this Source/Destination, touch the box lower right "Delete"

You can do this to any of the Parts.

Alternate Method
From the Performance Home screen
Press [SHIFT] + [PERFORMANCE (Home)] to view the "Overview" screen.
Set the Part to "Part 1"
Touch the box "Edit Part 1 Controls"
Activate "Auto Select"
Move the Mod Wheel

... or - a possibly easier way.

1) Select a PART
2) Press [EDIT]
3) Touchscreen (TS): Press menu "Mod/Control" -> "Receive SW"
4) TS: Look for the box labeled "MW" (modwheel) and set to OFF (make it grey).

I agree with Jason. At least that's my preferred way of doing this.
Also with the sustain. If I want to continue piano/strings and at the same time want to play staccato brass I turn off the sustain receive-switch on the brass, while keeping the ones on the piano on.