Re-importing grade into Final Cut Pro X

Importing and xml file into DaVinci Resolve automatically pulls in the files.
Going back to Final Cut Pro X doesn't seem to do that. I end up with an empty timeline and "file missing" signs.
So I have to import not just the xml file, but also the files I rendered out of DaVinci Resolve 14?
thanks!
Going back to Final Cut Pro X doesn't seem to do that. I end up with an empty timeline and "file missing" signs.
So I have to import not just the xml file, but also the files I rendered out of DaVinci Resolve 14?
thanks!