I need the fastest way to copy all the footage from SSD to Macbook on the field. I am editing in Premiere, so DNG for Premiere is the best way, but it takes so much time.

What do you suggest?

To choose Adobe DNG sequence?

And transcode it later to Premiere compatible? How can I do that?

To use a X5R productively, you'll need to invest in quality computer hardware and drives. You'll need a MBP Retina with at least 8GB of RAM  rather than a MB(Air) or MB. Otherwise stick to the X3/X5 or some other platform. Either DNG and then Da Vinci Resolve or DNG Premiere compatible to Premiere work. With a fast machine, you almost reach 1:1 transcode time but yes, it is time consuming.

Since I don't have an X5R I can't give you a tried and true method but... Two things. Color grading in Camera Raw would be my first choice. I've tried that with some sample X5R files and it works just fine. Then, if you're in the field and just want the fastest method, don't bother downloading anything. Just plug the the SSD into the computer and use it like any other hard drive. As long as you can read/write, that should work fine. The only concern would be the lack of any back-ups for your files. Just keep the Premiere project files on your computer and you'll have a fast HD to work from with the SSD.