First of all, as you, I was dissapointed that there was no SEND/RETURN FX on the device. So you will need to sacrifice something if you want an external effector.
Today in my setup, I switch between deck 2, and my Tonium Pacemaker as an ADDITIONAL sound source. The sound of this additional sound source passes through the RMX-1000 first and only then it goes to the LINE IN of DECK 2. So I can switch between deck 2 or the other source for mixing.
In a club/party setup you could complement your onboard FX with those of the RMX-1000, by passing your MASTER OUT of the XDJ-AERO through the RMX-1000 and connecting it to the AMPLI/SOUND SYSTEM. And duplicate the sound source (not passing through RMX-1000), use the second MASTER OUT as an additional channel to another AMPLI/MIX pannel. (And playing one - or both )
The freaky setup would be passing the MASTER OUT through the RMX-1000, and again as a sound source (other deck LINE IN - MIC), as amplified sound, great for remastering samples
Hope this helps you out a bit !!!