"We were unable to open the file on disk" - Premiere can't read perfectly good H.264 files
I frequently capture screen grabs with Screenshot (Apple's for Grab; it comes with Mac OS). Everything but Premiere reads them just fine. If you try to import the attached file, Premiere complains and fails.
You're welcome! Let me know if you need more info.
trent happel commented
This is being investigated. Thank you for the report and sample file!