I found how to do it with Arturia MINILAB MKii.
In Input Transformer for the Midi-track.
If you chose Module 1, and check that it is on, (The On-button should be in blue on the top.)
In the upper pane, set these vaules:
Filter Target: Type is
Parameter 1: Pitchbend
And in the lower pane:
Action Target: Type
Operation: Set to fixed value
If you now right click on the expression fader in the VST-synth, and chose Learn MIDI CC## Automation, the Pitchwheel strip should work as an expression fader. But pitchbend will not work…
You can either set the Input Transformer to the one track, or global, for all midi-tracks/instrument tracks.
For Arturia - keyboard users, in Arturia’s MIDI Control Center I set Pitch bend to:
Mode: Pitch Bend
Save it as a preset in MIDI Control Center, under Local Templates and then drag it up to the Memory 2 under Device Memories.
To avoid the pitch “wheel” (the small Arturias only have a pitch bend strip. So it’s perfect for expression) to go to center, you have to press Shift --> Trigger Pad 2 ON THE MINILAB to activate Memory 2, that you loaded. (At least that’s what’s on the MINILAB MKii. Maybe it’s Shift - 2 on Keystep? The manual should give the answer to how to activate local templates on Keystep.)