Added a reply to your message. Sorry about the delay - been really busy this last semester with film shoots and getting ready for a feature film shoot coming up plus the holidays.
I haven't been able to come on here as much, mainly because after Teancum and I tried to get this going for the PSP we ran into a dead end w/ most of the animation issues with the PSP MUA not reading/working w/ XML1 or 2 animations.
You definitely cannot do these mods if you have a stock PSP, you do need to have one that runs custom firmware, if you have one - great if not I can help you on downgrading it to a version that will work. I'm currently on 3.52 M33 Custom Firmware as well as Dark_Mark, previously I was on 3.40 OE and it ran MUA fine.
I'd still love to get some more characters added to the PSP version if we could - I'm always up for testing any of your tweaks or mods for the PSP Teancum when you get any since you can't test them.
Out of the 3 you listed, I'd say Psylocke and Cyclops would be my top two to work on to get in MUA. Hopefully more people will get interested in this and help us out getting it nailed down. There has to be someway around the animations in PSP to work w/ XML1 and 2 animations, we've just tried so many things - I feel as if my brain is fried

Anyhow - I'll keep checking back here and I still work on 'trying' to get new mods for the PSP in my spare time, but I've also been working on Guitar Hero mods for the PS2 as well, addicting.
Any questions/suggestions let me know.