LR's JPEG+DNG handling issue is not relevant to why you don't see a preview in the Import dialog. LR's Import dialog would normally display the JPEG preview that is embedded in the DNG, and never refers to the JPEG in a JPEG+DNG pair (unless you choose to import both files and in that case it refers to it as a separate file, not in relation to the DNG). It's only this embedded preview that matters, and as I said before, I think I read somewhere that by default the Monochrom doesn't create such an embedded preview. Research this issue - there may be an option on the camera.
Import all files. The Import dialog is a poor way to choose which pictures to import, and Library offers more tools for making a proper decision about which pictures to keep and which to trash.