I recently saw someone confirm on the Bolt Slack channel that it's not compatible, and will be updated when the dev. has some time on his hands (which may not happen overnight).
FYI I have used WXR once, but on that occasion so much inline CSS markup was used in the originating WordPress site, that it turned out to be just as fast to manually recreate the records in Bolt. Plm. 40 records or so, in that particular case.