You are right that if you import his Set List Maker database, you will end up with duplicates, so I wouldn't recommend that. If you were syncing your databases, then you should only need to import one. If you were not syncing your databases but they are mostly the same, I would recommend using the one you've already imported and making any changes needed to accommodate your bandmate.
With the documents specifically, if you want to add a second document for your bandmate to some songs, you will probably need to attach them one at a time to the desired songs. The batch upload would be difficult because if the document names don't match an existing document or song name, they won't be imported; and if they match an existing document name, they will replace that document. So the batch import would only work in your situation if the new documents match the existing song names but do not match existing document names.