I have lots of archived DV stored as .avi files. Is it possible to convert some of these to .mxf files to write back onto a P2 card ? Would this would require a native DVCPRO NLE ?

Page 89: "Analog sugnals cannot be input in the P2 mode. You cannot record directly from an analog source to a P2 card."

See page 85 in the Operating Manual if the archived footage has already been digitized (since they are .avi files, they must have been):
"You cannot copy data from the hard disk drive to a P2 card."

While it's probably not what you wanted to hear, I think it answers your question.

You may be able to simply import & convert the .avi files to.within an NLE.

I have lots of archived DV stored as .avi files. Is it possible to convert some of these to .mxf files to write back onto a P2 card ? Would this would require a native DVCPRO NLE ?

EDIUS Broadcast could do it. Don't know about Avid. Can't be done with FCP.