So it turns out that Final Cut Pro doesn’t just import PDFs — it handles multi-pages ones too. So you can prepare graphics captions in, say, Keynote, export to a PDF, then bring the PDF into Final Cut and render out individual pages.
Best of all, if you amend the slides and re-export over the original file, Final Cut picks up the changes and drops them straight into your sequence.
…which is exactly what you’d expect to happen. Isn’t it nice when things just work?
I’ll post a link to the resulting film shortly.