The approach I use is to do all the IO, including monitoring, on the XR18
For single instrument at a time recording, I use the XR18's input 16 as my input, patched in the DAW to the appropriate channel. I then use XR18 channels 1-15 as my playback channels, routed appropriately in the DAW, and with Input->Channel Source=USB for all of those channels.
There are other ways to do it, but this works for me.
I often think I should stop at using the XR18 for input and then do all mixing in the DAW, Reaper in my case, but I still find mixing more immediate on the XR18. I've also still not found a quick easy way in Reaper to get the decent reverbs that are a piece of cake on the XR18.