How do I automatically create burned-in subtitles in Premiere Pro?
What do you mean by burned in?  Do you mean you wish to actually render the text on to the video or that you wish to encode it in a format that supports inclusion of a subtitle channel?  For actually making them a permanent part of the video, I've always done it through titles rather than an srt.  I unfortunately don't have any experience with the latter option of making them a subtitle channel in a compatible format, but it would likely depend greatly on the format chosen.