I had the same problem. There's probably a more official way around it, but I used my wife's PC to unpack the .exe file, then went to the file converter
here to change it from a .bdf to a .bjf, which I then put onto the Mac where it works fine - right('ctrl')-click on the Bliss icon and 'show package contents' to get to the actions file where .bjfs live.
If you don't have access to a PC then...wait for someone smarter than me to reply!