You can create your own stencils from Visio drawings (.vdx) and save the smartshapes as .vss files or libraries. You can do that either in Microsoft Visio itself, or with some 3rd party utility designed specifically for this. One of these for example is called PNG2VSS.
Convert Microsoft Visio drawing XML file to Microsoft Visio smartshapes data.
We have found 2 software records in our database eligible for .vdx to .vss file format conversion.
Microsoft Windows software - convert vdx to vss on Windows
A vector based diagramming software from Microsoft
Convert from vdx file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned vdx to vss. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
A converter for MS Visio stencils