Ok, to answer my own question,
The listxml file can be created via mame (I had to do it on a windows PC)
mame.exe -listxml > listxml.xml
I then copied to the /home/pi/.attract/mame-config/listxml.xml
I change the Source/scarper option to blank (not listxml)
and put the path /home/pi/.attract/mame-config/listxml.xml
in the Additional Import File(s) along with the catver.ini file