To answer my own question. The correct way to use a single quote in xliff icu- files is to use the single quote two times.
<target>File ''{filename}'' imported.</target>
And to quote the recomendation from the icu documentation:
Recommendation: Use the real apostrophe (single quote) character ’ (U+2019) for human-readable text, and use the ASCII apostrophe ' (U+0027) only in program syntax, like quoting in MessageFormat. See the annotations for U+0027 Apostrophe in The Unicode Standard.