Non-Common Path Errors (NCPEs) are the dominant factor limiting the performance of current astronomical high-contrast imaging instruments. If uncorrected, the resulting quasi-static speckle noise floor limits coronagraph performance to a raw contrast of typically 10$^-4$, a value which does not improve with increasing integration time. The coronagraphic Modal Wavefront Sensor (cMWS) is a hybrid phase optic which uses holographic PSF copies to supply focal-plane wavefront sensing information directly from the science camera, whilst maintaining a bias-free coronagraphic PSF. This concept has already been successfully implemented on-sky at the William Herschel Telescope (WHT), La Palma, demonstrating both real-time wavefront sensing capability and successful extraction of slowly varying wavefront errors under a dominant and rapidly changing atmospheric speckle foreground. In this work we present an overview of the development of the cMWS and recent first light results obtained using the Leiden EXoplanet Instrument (LEXI), a high-contrast imager and high-dispersion spectrograph pathfinder instrument for the WHT.