DSwayze everything is fine with your RN, showstopper was introduced on V-Ray side with latest update (V-Ray API methods names has changed thats why RN cannot link textures properly so actualy dialog info is misleading in this case. Anyway, this and few other fixes are already in testing and shortly I should roll minor update.
If you need this working ASAP you can import full, insert models in the origin and make own vrmeshes and swap entities to new ones (or even edit them inplace and make vrmeshes during _BlockEdit command -I guess it should work)