I'm just writing this out for the sake of other people.
The easiest way that I've found to go about it is storing your primary save somewhere else and creating a new save with your preferred gender/appearance before opening that save in pkhex and exporting specific blocks before importing this in your primary save.
The three important ones are: Object Mystatus, Object PlayerAppearance & Object PlayerFashion.
Once you've exported those it's just a simple matter of replacing the blocks of your primary save.
There's also a decent chance this deletes all your clothing, but it's pretty easy to get it all back with pkhex with the "Unlock All Fashion" button in Trainer Info.