The best way to get through a corner in this thing is to be patient with your entry speed, just like any nearly 3-ton vehicle, but more frontend would be nice for sure. It doesn't look like the front swaybar is appreciably bigger than the one on the Model S.
The frontend is squidgy even with the dampers cranked up and could use some more anti-roll bar for sure, but the biggest liability is the front wheel and tire width, lack of front camber and tire choice. The factory 20" tires are marshmallows even with 48psi in them, nevermind the all-season tread and compound that doesn't help either. I think a 285/35-20 PS4S or similar all around on a 20x9,5 or 10 would be pretty transformative all on their own. There's room up front with a lower-offset like ET20 or so 20x10, or even the OEM rear wheel if you use a spacer, and in back, there's tons of room, but it doesn't need more rear tire. You get more than half an inch of lowering just from the tire alone, which will help it some, and then the stiffer sidewall, better support, and wider front track does the rest of the magic. Ought to be a bit quicker in a straight line too thanks to the gearing advantage.
If I were trying to improve Model X's handling, that's where I'd start, right after calling Hotchkiss to see if they want to borrow the car to do a swaybar kit for it. I'm not sure dialing in some more front camber would yield much improvement, but it's always an easy-button. I'd rather the air suspension and damping remain as-is because it's a very nice-riding and well-damped setup, but, I bet the tuning companies that specialize in adaptive damper tuning could also improve a bit on the Raven adaptive dampers which seem tuned to err on the side of float rather than locking down body motions, even when they're stiffened up with the screen controls, which may not actually do anything anyway heh.
I'd expect a 15-20% efficiency hit depending on how light the wheels are. And, obviously, the speedo would be off by a few mph, nothing BMW people haven't been dealing with for centuries
Tesla hasn't even scratched the surface of go-fast potential on its cars IMO. Yeah they're all quick, and Model 3 Performance is a bit of a masterpiece in daily-driven performance sedan craft, but they're still on pretty narrow wheel/tire packages (well, except Model Y Performance, that's a pretty porsche-esque wheel/tire package), still have almost no lightweighting, no fender flares, no "screw range, send it" models anywhere in the lineup. The fastest car they sell has a glass roof and comes on 245's. Pfft. Can't wait to see the next iteration of go-fast EV's.