Since SEOPress 3.6
Export redirects from Yoast Premium plugin
To import your redirects created from Yoast Premium, go to SEO (Yoast), Tools, Import and Export link, Export redirects tab, Export redirects button.
Save the file to your computer.
Import redirects from Yoast Premium plugin to SEOPress
Now go to SEO (SEOPress), Tools, Redirections tab, Import Redirections from Yoast Premium, upload your file and click Import.
Note that, we currently do not support certain options like regex.