Pretty much every time I sort songs by Last Played, it never shows the songs I actually played last at the top and I have to hunt them down

Is there anything I can do to correct this?

Are you playing on PC?  Just open notepad and type out what you played last, or write it down would be my suggestion.   I've noticed this for years though too!  Maybe with CFSM it works???

Well my issue isn't so much with remembering what I played, its having to manually search for it instead of it just showing up at the top

Its annoying when playing but its even worse in Tone Designer when you're trying to load tones from recently played songs because you can't even search for a song in Tone Designer, you have to scroll