The same applies in Performance Mode and you don't even need to assign MIDI program changes as these are pre-assigned and fixed in Performance Mode. For example Performance 3 Slot 4 is always MIDI program change #14 regardless which Rig you put in. You could have two backups with just different Rigs in the relevant Slots.
A more sophisticated approach is the following:
Performance Mode offers 625 Slots which are exceeding the range of 128 program changes. Therefor it is split into various MIDI banks. A fully qualified address of any Slot is a combination of MIDI bank select (LSB) plus a MIDI program change. As long as you just send a MIDI program change, the PROFILER loads with the same MIDI bank. So you could organize up to five sets in different MIDI banks:
bank 1: Performance 1 Slot1 - Performance 26 Slot 3
bank 2: Performance 26 Slot 4 - Performance 52 Slot 1
bank 3: Performance 52 Slot 2 - Performance 77 Slot 4
bank 4: Performance 77 Slot 5 - Performance 103 Slot 2
bank 5: Performance 103 Slot 3 - Performance 128 Slot 5
Then during the break you just manually dial to any Performance within the bank for the next set. Your foot controller sending MIDI program changes will then load those Slots in that other MIDI bank. It cannot leave that MIDI bank as it isn't capable of sending MIDI bank select.