I've done this in Argile, but Blacksmith should work the same.
What you need to use in 3DXChange is Export Mesh and Replace Mesh. For example, to change the head, select Face in the tree on the left, which will export the head as an object file you can then sculpt.
There are a couple of things to watch out for. First, make sure the number of polygons (triangles actually) stays the same, otherwise Replace Mesh will fail. Also, be careful that you don't change the areas where the body parts touch. For example, when sculpting a head you want to leave the neck alone.
Another thing I found is that it is hard to impossible to sculpt double meshes like CloneCloth.