I was just playing with it and was able to get it to work, with a caveat.

I created a Faceroom morph applied it, and then exported the head (And only the Head) as an obj, with As Morph Target, Include Body Part Names... and Use Exact Interal Names... checked.

Since the supplied Dev Rig for Roxie is Roxie 1, I then stripped the morphs out of a copy of Roxie. ** I loaded this morphless cr2, selected the head, and imported the obj file from above as a morph target .  I then checked Use Binary Morph Targets in General Preferences and saved the figure to the Library. I then unckeched Use Binary Morph Targets.

I copied the .pmd to a Pose folder and created an injection Pose to load the .pmd.  it loads with the dial set to zero, so it needs to be set to 1. 

The caveat is that the Faceroom may also change the shapes of the teeth and eyes, so they may need to be exported seperately and brought in as morph targets; the example I did had a bit of the gum protruding below the lip when I applied the morph with certain expressions.  However, you can get around this by exporting the entire figure and importing it as an FBM...

 

** I since discovered that the Roxie 1 DEV rig could be converted to Roxie 1.1 by changing the .obj file reference, so attached is a Roxie 1.1 DEV crz; just copy to your Roxie Character folder and remove the txt erxtension...

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