Just changing the file-format is not enough to make your files readable for Final Cut Pro. You need to re-encode the content too, so it uses different codecs. Since FCP relies on QuickTime, I would recommend to use mp4v /MPEG4 as video- and mp4a / MPEG4 as audio-codec. A good encapsulation format would be MP4 for sure.
Please have a look at the Streaming HOWTO to get to know how to apply these settings to your files.
Note that VLC 0.8.2 does not include the wizard on OSX. It was added in the current development though. You can download an early snapshot
here. Please keep in mind that this version might include errors, which aren't present in 0.8.2.