I feel like I'm doing what you're describing. Not sure if it makes a difference if I'm using PkHeX or PkHaX. Here are my exact steps
1) Open my randomizer save file in VisualBoyAdvance
2) Click File>Export>Battery File
3) Save the file as a .sav file (lets call it file 1 for simplicity)
4) Close VisualBoyAdvance (not sure if this is relevant)
5) Open up the PkHaX application
6) Drag "file 1" into the application
7) Edit the changes to my bag items by giving myself rare candies and then clicking save
8] In PkHaX, click File>Export SAV...
9) Save the file as a .sav file (lets call it file 2 for simplicity)
10) Reopen my randomizer save file in VisualBoyAdvance
11) click File>Import>Battery file and select "file 2"
12) Click Yes when the "Confirm import" prompt pops up
From the videos I've watched and what people have described here, that seems to be all I need to do, however, this hasn't been working. The red text appears at the bottom of the screen after importing file 2 but the bag changes have not updated. When I reopen file 2 in PkHaX, the rare candies are in there