Batch-importing images in sync with audio/markers
You are going along the right track, but the first step is not necessary.  You want to use the "automate to sequence" functionality, found under the Project menu, to set the images to the markers.  There are a variety of orders that you can have it insert the images in and you may need to do some adjustments to how you bring in the images to make them go in the correct order, but it will handle setting the start and end points at the markers and can even automate transitions if you so desire.