Import TMG policy XML into F5

There's no direct method I've heard about, at least. Philip Jonsson provided a few resources in the other post that you made a few days ago.

https://devcentral.f5.com/questions/tmg-to-f5-migration-guide-video-needed-61542

In my experience as long as you understand the applications that you have deployed through TMG, then adapt those to deployment guides and other resources that are available, then you should have success in migration.