If you have a CF/SD HDD setup, there is no need to do all that lol.
Just add the xdf images from the internet to your image. Unless the game has special protection,
(Capcom games, Y2), you can use disk writing software to write the image to disk directly on the x68000 itself. MKIMG is included in the NFG image and is easy to use, just search the forum.
DPACK is a better more powerful program, but requires a bit more setup to get it going, however it has much better compatibility as it supports exotic 9-sector formats (2HDE, 2HS), used by later doujin games such as Illumination Laser.