Not sure if you figured this out or not.
Since I purchased grinder last week, and ran into this problem…let’s just say I wasn’t feeling so great.
I think I figured it out though.
To use grinder, do your thing with grinder and save all your files in a separate folder. Open your project in FCP X, and transcode one clip. Let FCPX make the TRANSCODE folder in the event’s folder. Once it’s done, quite FCPX.
Now, go to the TRANSCODE folder FCPX made under the EVENTS folder, and transfer all the clips that you had GRINDER export into that folder.
Restart FCPX and your should be able to change your preference to use proxy clips. You should have struck gold at that point.
Hope I’m not responding to something that’s already figured out. If this is a poor workflow, fill me in!