Yes, the basic idea is to use sends for each channel to be mixed for the Performer to listen. That is how it is done in the studio (or on stage, aux sends).
For the review (Studio Pass) case however, you may just as well insert the cuemix plugin into the master channel instead of the “To Performer” channel. This will cause a warning dialog, but as you don’t attempt to record in sync, you can ignore that message for this application.
Hope that helps?