When in doubt, go with WAV. Which formats were you using?
Yeah, thought of that one already. It appears Auditon is creating the file in RF64 format and Premiere can't handle that and gives the Header Error message on the import. In CS6 Audition, I found that .mov audio seemed to handle 5.1 files better, but it looks like that export option has been removed.
How big is your file? The RF64 thing shouldn't matter unless your file is at or above 4 GB.
MOV file export is no longer supported because previously it was written by the actual QuickTime libraries which are 32-bit only. With Audition being a 64-bit application now, we can't work directly with QuickTime, and we didn't have time to do it out of process like AME does.
My next suggestion would've been to save it as a 5.1 CAF file from Audition, but I haven't found a way to trick PPro to import it yet.
The exported 5.1 file in WAV format is over 12gb, so that is why it is probably using RF64. I kept experimenting and got a usable file in .wma format although it will only support 44.1k sample rate so I had to downconvert my 48k source files and when Premiere renders out the audio for Blu-Ray and DVD, it will upsample back to 48k. I think this area needs some attention because it has gotten more difficult since the last release and as you can see, forces unnecessary format conversions.