Unity VFX asset importing to blender then studio?

I was doing some research, and wasn’t able to find anything regarding VFX. Models make sense when it comes to importing from unity to blender to studio. As far as VFX goes, is it possible? What kind of issues will I run into? Pros/Cons? I understand the complexities that come with creating VFX on certain engines, then moving them to another engine, and how that doesn’t always work. The VFX I have access to are nothing crazy, I don’t think (nicely made explosions, but nothing extravagant), and it would be nice to be able to use them in my Roblox games.

Thanks!