Technically we don't support the AAF or XML from Premiere.
We support the XML from Final Cut Pro 7 and Final Cut Pro 10. We also support the AAF from Media Composer.
When it comes to other vendors using these formats, they tend to add in extra "black" data which is specific to their products. This can cause issues for importing into Smoke as it will not recognise the data. So somethings may work and others may not.
The workaround a lot of people have used is to "sanitise" the AAF/EDL by importing it into the proper application like FCP or AVID and re-exporting that for Smoke. That has worked for a lot of situations but it is not a guarantee.