You don't need to export DPX from Premiere, you can use XML or EDL workflow and gain access to RED metadata in Resolve. If you are grading for Rec 709 there is no need for LUT. You can use output LUT if you want to go from REDLogFilm.
Using Resolve v9, import the XML from PP6 in Resolve to conform the source Red r3d files. Select in the Camera Raw, Red settings the correct color space, grade. If you are using a Rec. 709 calibrated monitor that's going to be your grading color space. No need for additional luts.
So I just need to set the monitor and export from Resolve to Rec 709.
The reason I work with a DPX export from Premiere CS6 is that there are some shots who have been trough post production.
(I added some stars in the sky and removed a leg from a tripod)
If I render these shot to .r3d they turn out grey.
Now the timeline in Premiere consist of .r3d and post shots in Animation codec.
Still I got the feeling this is not the best workflow...