Migration problem tool - can't upload any Lookups

I had an XLS I wanted to upload; I used the migration tool, so I could set up the handful of data relations between tables.

However, any time I created Lookup columns, the upload would fail with an error that I had no values for my picklists. (Looking at the .DS file, the picklists were the lookup columns.)

I had to change the columns to generic Number fields to get it to upload.

It's my impression that I should have been able to define these relationships prior to the upload, even with no data. Is that not correct? Is there a way to set up a proper foreign key relationship between forms/tables?