I've got a similar setup to what you have, but I've got the Alesis Midiverb. There's really no other way to set things up than as you described it, since the Xone 62 doesn't have a dedicated fx return. You then control what channels you want to send to the fx unit using the aux pot for each channel. These can be set to both pre and post fader for extra control and different use of the effects. There's also the option of sending any channel going through the crossfader to the aux bus. Also sending the effected signal back to the fx unit will give you that dubbed out sound when using a delay. Play around with the setup and see what combinations you find sounding good with your music. It's easy to get carried away, so practice a bit at home so that you don't over do it when you play out.