Working Between Premier and After Effects | Research

Way 1 Old School
Click on File, export Media choose the correct format and sequence settings and open in after effects.
This is the traditional method of importing files into after effects and was discovered before the Dynamic Link Methods.

Way 2 Dynamic Link Connection
ALL WORK MUST BE SAVED IN PREMIER BEFORE USING THIS METHOD

Lasso all clips in the sequence you want to export. Right click, replace with after effects compilation.

Save place for After Effects project. All sets up perfectly sequence is the same etc.

Way 3
In premier highlight clips that want to be copied across in premier, press ALT and drag up to  a new line to create duplicate clips.

Lasso the duplicates over to After Effects and still retain the original clips.

Way 4
Drag and drop sequence from premier directly across to after effects. Gives single footage item. Everything you change in original will sync across the same.

Way 5
Import like any other asset. Double click and import into after effects. Choose sequence to import.