Unfortunately, importing tests in bulk that call other tests is not currently supported by Xray's Test Case Importer.

• Test Case Importer documentation for Xray Datacenter

• Test Case Importer documentation for Xray Cloud

I'd suggest to reach Xray support team and raise a feature request.

However, on Xray Cloud, it's possible to import a single test using a CSV file, directly from the Test issue screen, where a column can be mapped to a called test.