I know I can import questions to a newly created lesson, but, what if I need to import them when I have already created some content pages?
Well, I tried the following hack, and it works:
When in a new blank lesson you have a link to import questions. The URL is something like this:
In an existent lesson there is no pageid=0, so you have to substitute "12345" for your lesson id and "0" for the id of a page in your lesson. You can get this parameter placing your cursor over the page name in the lesson editing page. Enter the URL in your browser. The questions will be imported and placed after this page!