By now, you may already know that Intune/Endpoint Configuration Manager has a feature to analyze your GPO settings and help you identify how to migrate them (when possible) to Intune configuration profiles.
This feature, called Group Policy Analytics, has been introduced in September 2020 (see https://t.co/tqoPstbND8).
Well, good news as this feature has been upgraded and is now allowing you to import these settings and translate them to the corresponding Settings Catalog.
To do so, you need to export your GPO and import them into the Group Policy Analytics (Devices\Group policy analytics blade – see above link for details).
Then select the imported GPO and click on the Migrate button
When you run the Migrate option, Intune review the GPO settings to identify which one can be converted and you can select which one(s) you want to import as Settings Catalog
Then you just have to complete the wizard by naming the configuration profile and assign it.