Both applications store the DICOM files under a directory found in your Documents folder (if you selected to copy them when importing). So one method is to import the OsiriX files into Horos by selecting the files under:
/Users/<your_login>/Documents/OsiriX Data.nosync/DATABASE.noindex
If you have thousands of files, you may want to select one subfolder at a time. If select the make a link vs copy, it will not make another copy of the file under the /Users/<your_login>/Documents/Horos Data/DATABASE folder but then you have to remember to keep the OsiriX Data folder.
Regards,
Todd Jensen