Microsoft Visio allows import of AutoCAD DWG files, so making Visio shapes based on DWG files is certainly doable. But VST are flowcharts and these are documents with graphs and do not contain vector graphics, as such dwg to vst conversion does not make much sense.
In any case, if you have issues with Visio and AutoCAD files, it would be best to contact Microsoft support.
Updated: January 12, 2023