I was able to export and modify the XML to create a policy in VSE, but it's probably not officially supported...in my case I had a large config for workstations that needed to move to the servers (Citrix). I suppose you'd still have to create a policy first and export to get the syntax going. But if it's right it will slurp right in. It may go in if wrong which could be bad. I would test.
In other news: why does it take 10 minutes to create an exception from an event in HIPS??? (Maybe I should apply 4.6 Patch 2...)