FCP will import Vegas DV AVI files without issues. The difference you will find is with the video levels. Vegas uses video based level mapping into RGB color space and Final Cut uses computer based levels.
You can adjust with CC in FCP as needed. The best thing to use (if the project is DV) is a DV AVI.
Side note: I convert FCP projects to Vegas on a regular basis for finishing for many of my clients. Vegas can read all files that FCP can, and can read the files via networking right off of a Mac. To put it simply, Vegas is like running Motion and Sound Track directly in the editing timeline without having to bounce out, and giving far superior sub-pixel rendering much faster.
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