Save the AE project you imported the clip into. Then, from back in Premiere, right click on the original footage in your sequence (in the timeline) and choose 'Replace with After Effects Composition'... then navigate to the project you just saved.
Doing this doesn't give me a choice of AE Comps to replace the clip with (or anything where I can navigate to a saved project) - it creates a new Composition in After Effects containing only the clip I just right-clicked on in Premiere.
I now think that this is the way I should've imported my clips to AE in the first place... but it doesn't really help me with the current situation?
Right, going forward do it that way.
For now, if you render the files you've done all the work to in AE, and then go back into Premiere and import the exported AE comp and single click it, then you can just right click on the original in the Premiere sequence and choose 'replace with clip-> from bin' you should be fine...
hope that helps