Both .vsdx and .vdw files come from Microsoft Visio, so it is not surprising that vsdx to vdw conversion is possible. You can simply re-save your standard drawings to web drawings using the software, but this might also be the only way how to do this. We do not know about any 3rd party app that can be used to save to VDW format at the moment.
Updated: August 28, 2023