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.
Support for scrypt hash algorithm when importing users?
However, that is not the case Firebase uses a modified version of Scrypt
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.