I import the Nif first, including bones, dummies and all that stuff. Hide everything but geometry. Save the scene. Restart Max (seems to be necessary, as otherwise the animation turn the model into a transporter accident).
Load the previously saved scene (can be already edited as well), import a KF, save with new name.
If that works, you can see how your changes look when animated - great to hunt down clipping errors and other glithces.
I did not managed so far, to merge multiple animation sequences into one file (it works but causes some glitches, which i do not understand yet (Seems like some keys are missing)). But even if you can only import one sequence to look at it - it does help a lot, when assigning vertex weights to new or changed geometry.