Yup, the XDCAM Transfer app is the key. Launch it, Click the Add button and then find your BPAV file. All your clip icons will load up. Select the ones you want and then click “import”. (You can also set in/out points on each clip too)
XDCAM Transfer will put a Quicktime wrapper on your files. Then any Quicktime aware app will be able to play them.
There’s also a setting to send converted files directly to your open Final Cut project.