An alternative way to import is to use the menu
Project | Import
and then browse to your midi
I have succeeded changing the instrument after the import with this method
*Save your project
*bring the sound-font-instument you want to exchange UP (give it focus)
*browse 'My Presets' and find the instrument you want
*
right click the instrument
*chose 'send to active instrument track'
That should work
But there is a pecurious thing with projects where midis has been imported: After a midi import, the project BPM will be locked to the midi BPM.
That is sometimes anoying.
You can however just import a dummy midi with the correct BMP. LMMS alway lock the BMP to newest imported midi-bmp.
Hope that helped
BR