If you did this and your hole is too small then either you measured wrong or possibly the tool is deflecting a lot. If your measure after a roughing cut there probably will be some deflection so you need to measure after a final cut.
But if you have done all that and it is .009 too small yes you go to the offset page, highlight the X value for the tool number, type .009 and press WRITE. This adds the .009 to the value in the table; the offset is a negative value so when you add a positive it is less negative...makes X bigger.
Can you change an offset while a program is running? Yes and No . You can change it but the controller will not see the change until you call that offset with a tool change.
My cheat sheet, which is not really a cheat sheet, is the plastic laminated 'LATHE QUICK START-UP GUIDE' you get with the manual. On the back side at the top is the information about entering offsets by TOUCHING OFF PART TO GET TOOL OFFSETS'