FCPX => DaVinci Resolve => FCPX color grading round trip
Xudonax,

The preset Final Cut Pro XML Round-Trip renders the graded files in ProRes 422, but it uses an old XML file, not supported in FCPX. You need to go to the Edit (important!) section of DaVinci after rendering the project. Then you will be need to make File – Export AAF, XML... command and check the fcpxml version 1.3 type of file. It will be comfortable to save this five in the same folder used for rendered files in Deliver section.

After that you can do simple import of this FCPXML file in Final Cut Pro X, it will create new Event and Project in your current library with all your graded files.

Be sure to make render before XML-export. If you will export FCPXML ver. 1.3 without delivering, you will make the FCPX-project with original (non-graded) files.
Good luck!