Working with Premiere and After Effects
Use Dynamic Link. This feature has been introduced by Adobe speficically to make it easiert to work with Premiere Pro and After Effects in combination. With dynamic link, you can replace clips in Premiere Pro with After Effects compositions and have them updated in the Premiere Pro project whenever you make changes to the composition in After Effects. You can also import existing After Effects compositions from After Effects project files or create a new one from within Premiere Pro and use them as assets in your Premiere Pro project, in the same way you can work with media assets.

(Note: I'm assuming you have a Creative Cloud subscription. If you use older versions of the programs, dynamic link might not be available.)