Is there a way to import PoolParty thesauri into SharePoint?

Yes, you can use the Custom Reports feature of PoolParty which delivers customized reports (exports) of any SKOS thesaurus which was created with PoolParty. This feature provides beside other formats also a report ready to be imported to SharePoint. So you can maintain your thesauri in a comfortable manner with PoolParty and re-use them within the managed metadata service of Microsoft SharePoint (Sharepoint MMS). The report can either be downloaded or accessed via a persistent URL on the PoolParty server.