A few years ago, I wrote a project to import an animated gif and convert it into a series of costumes.
It was very slow but it might still work 
https://snap.berkeley.edu/snap/snap.html#present:Username=cymplecy&ProjectName=ReadGIF&editMode
Requires JavaScript enabling to load your .gif in but just uses pure Snap! to convert the file
Just tried it out on loucheman's gif and it seems to work still 