I don't know if any of the converter cart work on the X'Eye. Most of them only run on the Sega CD 1 or 2 (and some only on the model 1).
If you have a CD burner, you can rip the CD, change the region code, and re-burn it. Can't remember where to download the program, but it can't be too hard to find.
Emulators are also a good way to play foreign Mega CDs.