I'm not currently using Da Vinci so will be unable to cover this in any great detail unfortunately! Your workflow sounds right and would be what I would recommend though. Are you struggling with any part of it currently?
Edit: oh I see you're using FCP! Sorry for not reading properly. You're workflow should be almost identical in Premiere. Export a FCP XML from PPro and use that to conform with in Da Vinci :)
I might go through some of those cross-platform/cross-software issues. Sounds like it would be worth it :)