it depends...
How you place your samples in the EXS24 depends heavily on the format that they are in before you place them. It's pretty inaccurate to say that Apple Loops Utility and ReCycle do the same thing, because they are VERY different concepts and have very different purposes.
ReCycle will create a new type of file, unique to itself and supported DAWs, that is already sliced. The REX2, as I'm sure you know.
Apple Loops Utility takes the original file and adds embedded metadata that applications like Logic can read and use to help with simple functions of the program (i.e. tempo information, genres for browsing, etc...) but there is no chopping or separating of the elements of the loops natively.
There are essentially two ways to accomplish what you want. The first would be what you said; Take the loops into ReCycle, chop them yourself and then use EXS24's "Recycle Convert" to instantly turn them to an instrument.
The other way will only be possible if you are using Logic 9. You just right-click the Apple Loops you want to use, and choose "Convert to Sampler Instrument". This will automatically chop the loop based on transients and audio peaks. You have a few options for how you would like Logic to chop the loop, but it's generally less accurate than using ReCycle and doing it manually.