This study investigates magnesium doping in the two-dimensional (2D) transition metal phosphorus trichalcogenides FePS₃ and MnPS₃. Mg layers were deposited onto pristine single crystals via Physical Vapor Deposition (PVD), followed by thermal annealing at 400 °C to promote diffusion. Structural, vibrational, and chemical characterization was performed using XRD, Raman Spectroscopy, XPS, and SEM/EDS. Results demonstrate successful incorporation of Mg into MnPS₃, confirmed by XPS/EDS, leading to discernible structural (XRD) and vibrational (Raman softening) modifications. Conversely, the identical process failed for FePS₃; no Mg was detected post-annealing via XPS/EDS, and Raman analysis indicated sample degradation and potential oxidation, suggesting material instability hindered Mg incorporation. This work highlights a successful route for Mg doping in MnPS₃ and reveals material-specific challenges for doping FePS₃ using this PVD/annealing approach, offering insights for tailoring the properties of MPX₃ materials.