Well, yer in a Final Cut forum, so you’re fishing with the wrong bait for some serious Vegas answers…
That being said, what sort of files do you like to use in Vegas? If you have the original XDCAMs, you ought to be able to run them thru XDCAM Browser again and transcode them to whatever format you like.
If all you have are the XDCAM Quicktimes that Final Cut likes to use, then I guess you’re stuck with a transcode…