The steps are mostly correct, some steps can be avoided, just some modifications. Please follow the steps mentioned below to get it to compile successfully in ModusToolbox 1.1:
(1) Open ModusToolbox, create a new workspace.
(2) Create a new application using File > New > ModusToolbox IDE Application
(3) Choose the PSoC6 BLE Pioneer Kit and click Next.
(4) Download the OneThinx examples from here and then extract them.
(5) Click the Import button and point to the modus.mk file of one of the examples say "HelloWorld". Click Next > Finish.
(6) Copy the "DemoKit" and "OnethinxCore" folder from the examples folder to the project workspace.
(7) Replace the files "OnethinxCore01.c/h" with the latest ones from here.
(8) Click Project Build Settings present in the Quick Start Panel and add the folders "DemoKit" and "OnethinxCore" to the includes of the Assember and the Compiler.
(9) Now click on Build Application. It should build successfully.