Is it possible to export Roblox models as .fbx files?

I'm making a model in Roblox right now for use in another game (Yes, I'm bad at using other modeling software).

Save to File only allows you to export as .rbxm or .rbxmx
Export Selection only allows you to export as .obj

Solution

Export as .obj and then insert into Blender and then export as .fbx?

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