Biosignals offer valuable insights into the physiological states of the human body. Although biosignal modalities differ in functionality, signal fidelity, sensor comfort, and cost, they are often intercorrelated, reflecting the holistic and interconnected nature of human physiology. This opens up the possibility of performing the same tasks using alternative biosignal modalities, thereby improving the accessibility, usability, and adaptability of health monitoring systems. However, the limited availability of large labeled datasets presents challenges for training models tailored to specific tasks and modalities of interest. Unsupervised cross-modal knowledge transfer offers a promising solution by leveraging knowledge from an existing modality to support model training for a new modality. Existing methods are typically based on knowledge distillation, which requires running a teacher model alongside student model training, resulting in high computational and memory overhead. This challenge is further exacerbated by the recent development of foundation models that demonstrate superior performance and generalization across tasks at the cost of large model sizes. To this end, we explore a new framework for unsupervised cross-modal knowledge transfer of biosignals by training a lightweight bridge network to align the intermediate representations and enable information flow between foundation models and across modalities. Specifically, we introduce an efficient strategy for selecting alignment positions where the bridge should be constructed, along with a flexible prototype network as the bridge architecture. Extensive experiments across multiple biosignal modalities, tasks, and datasets show that BioX-Bridge reduces the number of trainable parameters by 88--99\% while maintaining or even improving transfer performance compared to state-of-the-art methods.