Long and short: No. There is no such workflow. It used to exist some time around CS5 as a more or less experimental thing, but then things evolved differently. If you really have want to use 3D objects from PS in AE, you have to export them from PS, import them into Cinema 4D and then import this scene via Cineware into AE. That or of course using plug-ins like Element 3D and so on.