Thanks for the replies, mates.
The only game I tried to convert from STX to HFE (HxC native disk format) was Atari Grand Prix (can't find this on ST or MSA format anywhere. If someone knows a place... ) and the conversion didn't work. It only loads the title screen and then freezes. The STX files won't load at all, it just restarts the HFE file loader. Also, another games that gives me trouble is F1 GP Circuits that doesn't work at all, but this is a different case since - despite being in MSA format - it doesn't work anywhere (real ST or emulators). I used the AtariMania MSA version of the latter.
Also - unrelated but sort of relevant - does anyone know how to disable the bugging Pasti warning when starting STeem?
Atari 520STfm + Sony KV-14LT1E (via SCART) + Gotek (HxC) + Suzo The Arcade joystick + Logic3 SpeedMouse