We are not trying to change our project methodology, even with X-Ray we follow the way how we are using Jira on projects. There are just small changes added by using X-Ray on the projectso QA Analyst should be always aware of how the project is administrated in JIRA. Typically QA Analysts are not creating any extra documents, they are using X-Ray for test management, so the only documentation should be created in JIRA. Here is what is typically documented:
Test cases - with X-Ray test cases are reported as Test issue types, test cases are linked to correct user stories so it is clear why they were created and what they should test. More test cases can be created for one user story.
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Reporting bugs - as we are in development phase during Feature Sprints, we usually describe founded issue to Comments section and we move the user story to Rejected state and assign it to CE for fix. Bugs are reported by our QA Analysts when it is not clear what was the root cause for the bug and from UAT phase to Go-Live. It is possible to use another way for reporting bugs, but it must be always approved by PM.
For details about testing methodology, see QA Testing Methodology.