For me, when I watch anime, I just open the .mkv file, with perian installed, and then save the movie as a self contained .mov file. This allows the mac to read the whole thing upon opening. I am not sure if this works on the aTV, as I do not have one, but the resulting files will import to itunes.
TV. I then opened the new video stream into Quicktime Pro and pasted in the unmodified AC3 audio. I saved it in an MOV container, not MP4.