Instantiate the multi output version of RMX.
In the arrange window, create 8 tracks with the same instrument (New with same channel strip/instrument). they should all be set to go to RMX.
in the track mixer, you will see the little + on the lower right hand side of the fader. Press that 7 times are you get the outputs from RMX, A through H I think.
Now, start your song, and select the first slot where you can make a loop in RMX. Select a loop, and drag the midi data to the first midi track you made earlier in Logic. Next, select the second part in RMX and when you find a good loop, drag it to the second track you made. The midi track number for the data will be 2... that is why you should be sure that ALL your RMX tracks midi assignment is ALL, not a track number.
So now we have 2 loops. Open the RMX mixer, and select the output for the second track, and then set it to B... in your Logic mixer, you should now see audio in the second track (which actually is an aux return).
Continue until you have all 8 slots filled in RMX. making sure that each part in RMX is assigned to a different output from RMX back into Logic.
Some things to be aware of: Select 1 track and select/solo the region, not the track...
also, the Aux returns only exist in the track mixer. If you want to have them show up in the arrange window you can either select the "Create arrange tracks for selected channel strips) and it will make new tracks, OR select an aux in the track mixer, and turn on the automation and move something: it will also make a new track for that aux in the arrange window.
There you go, hope that helps