How did you get out of Vegas after you imported the clips? Was it a crash? Was it a normal exit? It it was a crash your XDCAM discs will be missing.
If you know that you have successfully imported you don't have to reimport to get the clips again. What you have to do is navigate to the folder where the clips were imported on your hard drive "as if" you were going to reimport.
Do not click on import but close the dialogue box.
Then go to the "refresh" circular arrow button in XDCAM explorer and it will reload the clips from the point you navigated to. All of your clips will be there without having to reimport.
You will have to repeat this process for each unique clip folder location.
you are right about it being clunky. As far as I can tell Sony has made zero improvements for XDCAM discs since Vegas8! Lots of little things that could be done but for some weird reason Sony hasn't shown any interest in improving the workflow for their own product!