This has been asked in the community previously and erroneously assumed that Auth0 since now supports Scrypt algorithm - Firebase users can be seamlessly imported without requiring password changes.
So seamless import in this manner is not possible. A possible solution is to use custom database and write your own Scrypt hash matching using now open sourced Firebase Scrypt library.
That is correct. And that is your best bet as of now. There is no straight forward way unless Auth0 team moved in and creates a bulk mapping of email / salt / hash and then bakes in Firebase Scrypt. This may run afoul regulations also. Who knows?