An error has occurred. Unable to import an item. The contents of this item cannot be retrieved. Missing .pem file

Quoting http://www.openradar.me/7092640:

You can use the ‘security’ command line tool:

security import priv_key.p12 -k ~/Library/Keychains/login.keychain

security import pub_key.pem -k ~/Library/Keychains/login.keychain

https://stackoverflow.com/a/16847082/14731 contains a similar answer.