If I understand it right (did not test it), you have to use two gremlin consoles:
Use one gremlin console to connect to your server and use ConfiguredGraphFactory. This will manage which graphs are available to to other gremlin console instances.
Use the second gremlin console to connect to the graph that you activated in the first console. In the second console you can use a sessioned remote connection to do any imports you need to run your script remotely.