As far as I know, Connetix VGS is *able* to convert .dex files into .sav files with a simple click. I combined this fact and FFTastic/FFTedit, the FFT hacking programs, to start my striaght character challenge and also it play around :P

I'm not sure if ePSXe, a far superior (due to the pluggins and the ability to 'save state'), yet more complex emulator (also due to those pluggins :P), is able to convert THAT easily.