IIRC, the recipe is :-

Save Poser scene as a PZ3.
Open Bryce.
Click the Studio button.
Import the PZ3.
Return to Bryce (one of the entries on the File menu).

If you import an OBJ, you'll have much more work to do on setting the materials up.

The last thing to be aware of is the need to "Break the link" to D|S to make sure adjustments in Bryce don't get reverted by another visit to D|S.