How to export roblox models into blender (not in one)

You can actually import your model from studio into blender, go into edit mode (or press shift), select all the vertices (or press a), press p, and press separate by loose parts. (Doing so will separate the parts back to how they were in studio, making it no longer be one singular object!) However, if you are trying to import a rig from studio in blender, I’d suggest checking out Blender rig exporter/animation importer !