I want to share this idea of making an analog vintage synth out of my MOXF.

We had the same idea and a few months ago started a series of articles on just this very subject. We invite you to follow along. The series is called "Synth Basics" and its goal is to help get folks more involved in programming (intuitively). It starts with the very basic analog synth waveforms found in your synth.

Sawtooth being first, followed by the Pulse wave family (which includes the Square wave).

Please join the series, we post a new article each week in BAD MISTER's BLOG here on Yamaha Synth. There are often examples, and downloads (where appropriate) - I use the Yamaha Editors so the articles can be used by Motif XS/XF, MOXF, and S90/S70 XS owners. There are programming Experiments that can help understand sound construction and design.

The sample playback engine differs from the classic voltage control in how the sound is generated, we go over what you can (and cannot) do. Obviously, sample playback engines have multiple PEGs, FEGs, and AEGs - so the potential for sound designing goes far beyond your standard analog synth where all oscillators share these components... The Sample playback engine is like a modular synth in that area - each oscillator having its own resources "patched" together.

Of course, there are voltage control behaviors that cannot be reproduced by samples, this is always going to be true. Learning about the limitations and exploring the new possibilities available is what the series is all about. It will bring in other synths (reface YC, CP, CS, DX) and technologies and explore what the differences are, what you can and cannot do, what's similar and what's different...

Of course, if you have specific questions about the articles or would like to see a topic covered, just please, let us know. We'll do our best to provide that information.

Six in the series are already posted:

1 Synth Basics Getting Started

2 Synth Basics Sound Experiments

3 Synth Basics All Squares are Pulse...

4 Synth Basics The Father of the Synthesizer I

5 Synth Basics The Father... Part II

6 Synth Basics: The Father of the Synthesizer Part III

But still I'd like to improve this solution:
1) where can I find a good Square wave?
2) where can I find a pulse wave? Maybe with adjustable width?

This is covered in the articles. And a discussion of pulse and pulse width modulation.

Furthermore, the limit that I feel is that knobs work in a discrete way, not in a continuum way, so if, for example, I assing to a Assignable Knob to affect on pitch I will not get a continuum pitch change but a random scale of increasing or decreasing notes.
Can I solve this by buying an external controller with assignable continuum knobs?
Hope this could be interesting or somebody else too and that we can help each other.

A knob cannot be assigned to control "Pitch". You probably assigned the knob to control "Coarse Tune" - which while similar, is NOT the same thing.

While this may sound like semantics, the definition of "Pitch" is very strictly and narrowly defined in MIDI. It is given its own Controller category (En) with high resolution (for the very reason you have discovered).

Volume is controlled by a standard cc (Control Change) number with a basic MIDI resolution of 000-127.
Pitch is controlled by its own category of message with a very, very high resolution -8192 ~ 0 ~ +8191 steps. The recommended control for adjusting Pitch in real time is the Pitch Bender. When applied to the PB parameter you get this deeper level of resolution... Say you set the PB RANGE ago +2/-2 (the typical default) you have 16,384 steps of resolution to smoothly bend that pitch up and down. The farther you ask the wheel to adjust the bend the more steppy the resolution. If you set the PB Range to +12/-12 the same 16,384 steps must do the job... So obviously it is not as smooth (but still far, far, far better than the standard 128 steps!)

If you assigned a knob to control Coarse Tune, there are only 128 steps of resolution, this will sound very, very steppy, not musically useful. It's NOT the knob, it's the nature of your parameter you have selected and the controller you have selected to control it.

Pitch for this very reason was given its own category of control, and it is dedicated and exclusively controlled by the PITCH BENDER (on your Yamaha keyboard this is a Wheel, it does come in other varieties.

Pitch is not an assignable parameter. Coarse Tune does affect the pitch, but is not designed to be a real time performance parameter like the Pitch Bend parameter.

Hope that helps.