Fix delay when recording 2 midi instrmts at once

Sorry - looks like I posted the end of a rant. Here's the problem:
I want to simultaneously record an EXS24 bass with my left hand and an EVP88 piano with my right.
So I:
check "Auto demix by channel...." in the "Settings/Recording/MIDI" page
set each track to its correct MIDI channel
arm both tracks to record
select track 1 or 2 in the arrangement window
record the two tracks, playing both hands together on the downbeat

The first note played on the un-selected track is always delayed noticeably, throwing my playing off. I have a couple of midi keyboards - they both do this. The only workaround I've found is to start the count-in a bar early and play a note with each hand to be thrown away.
I'm using the latest version of Logic Pro 9 with an Apogee Duet.
It's because they both need to receive a MIDI message to go into "live" mode. What happens if you play some notes after you arm them, before you hit record?
The workaround seems to be to hit a mod wheel or something after pressing record and during the count-in, then go back and erase it. It's a pain.
What happens if you arm the tracks by pressing the R button, playing a few notes, and _then_ hitting record?
It only works if you play a few notes during the count-in, after you've hit record. Playing notes before hitting record doesn't help.