I think it works like this: you send CC99 followed by CC98 to set which parameter you are adjusting, and then send CC6 (for coarse control) and optionally CC38 (for fine control). Until you send CC99 & CC98 again, anything you send on CC6 & CC38 should affect the currently selected parameter. MIDI Cues include the ability to fade certain command types (in particular CC) to a value.
By "the MIDI cue" you presumably mean "the 3 MIDI cues" (or "the 4 MIDI cues")? If so, then use the built-in fade on the 3rd cue to do coarse fading. Fine control fading would be really tricky as you'd have to increment the coarse control after each fade…
Rich