I’m not sure how to do this with paraview, but it seems that most people (including myself) use gmsh in order to do this for more complicated meshes. This tutorial is a bit outdated, but it should get you started: http://mypages.iit.edu/~asriva13/?page_id=586
If you want to know further details (for example since the .xml format is deprecated) take a look here: Transitioning from mesh.xml to mesh.xdmf, from dolfin-convert to meshio