Hi Ayush,
You are not importing RefSeq module, right?
If that's the case you should be be getting a lot of such messages since in the current version of Bio4j all RefSeq associations found in Uniprot KB entries are automatically searched in the DB so that this connection between the entry and the Genome Element is created, (in the next version there's a specific config XML file for importing Uniprot KB where you can specify which resources/subsets you want to include).
About how to check the progress of the importing process, there's no 'official' way to do so but there's a message printed out for every 10.000 or 100.000 entries imported in the DB (I don't remember the exact amount). You can check at Uniprot's website the total amount of proteins for the release you're importing and figure out how many of them are still missing.
HTH
Pablo