Very old post, but let me give it an answer: the error may refer to the field 'Primary Phone' filled in with the device name.
In other words if the 'Primary Phone' in the csv is populated with the device name CSF123456789045 which however does not exist yet, the bulk will fail exactly as per the error description:"CSF123456789045 is not a valid device in device".
So you may edit your csv file leaving the Primary Phone field blank and go ahead with the insert phone bulk action.
Next step you can adjust the Primary Phone right on the gui after the new csf is found.
Hope this helps.