Updating this thread - the project I was going to shoot on anamorphic has been pushed for a few months and I've been using the extra prep time to sort out the workflow and settled on one I like, to wit:
Export the DNGs from AE in Grass Valley HQX using standard quality and also in 10-bit DPX. Use the HQX as proxies to edit in Premiere and then replace with the DPX files when it's time to render out.
What really rocks about this is that the HQX files are 10-bit, so even with standard quality files you can grade quite aggressively before the image breaks down. Thus you can grade these files directly and get a pretty clear idea about what is going to work in your final version once you've switched in the DPX. Alternatively, if you have a faster machine you can skip the DPX entirely and just boost the quality on the HQX export to maximum and just edit, grade and render these directly. This doesn't give you absolutely the best possible grading latitude (its 4:2:2), but is plently good enough for most stuff.
The standard qual HQX files don't playback quite as sweetly as the DXnHD 36 proxies I use when shooting spherical, but generally speaking, this workflow is winner.