It is unlikely that Leonidas and Xerxes ever met. I am curious, however, as to how many degrees of separation there are between them. Moving back and forth through generations to make the connection is fine.
I (think I) can get from one to the other in 5 steps, but I assume that there is a shorter path moving only through contemporaries of the two men. My path is:
I think I can make it in a couple less than you.
Leonidas knew Thermistocles (or at least, I assume so. I find it unlikely that the two would not have met given how they were among the leading figures in the leading states of the Hellenic league.).
Thermistocles ended up in the court of Artaxerxes I after his exile from Athens.
Artaxerxes I was the father of Xerxes II