I haven't worked with 6.9, but as I understand it, it's a major rework of the code between version 6 and version 7 so I probably wouldn't even attempt it.
There may be chunks of data that you can import into a 7.x configuration so that you don't have to re-enter them.
6 and 7 are different products. Apart from the name and the fact they are a "proxy" they have not too much in common. The complete way of designing a policy has changed in 7. As part of the community work there is a tool that helps converting lists such as whitelists or the extended lists from 6.x into a format MWG 7 can read, but I recommend not to try "converting" the 6.x policy to version 7. McAfee has resources to assist customers performing the upgrade so in case you need help getting started with the new MWG 7 you may find those resources very helpful.
On the Content Security Portal https://contentsecurity.mcafee.com/documentation_mwg7 there is a document called McAfee Web Gateway 6.x.x to 7.x.x that provides you with all available input on this topic.