Can i convert my Save Game from EDuke32 to GOG?

What do you mean? Eduke is an engine re-implementation, as far as I am aware it doesn't change save games. And gog is a storefront which sells games? How are these related? Do you mean you have the version which gog used to sell, if so then you need to check which version f the game (as there was atomic pack and such like) and the same version should be compatible. That being said, it's an fps, so the only thing to save is progress through the levels, which you could do by using a level select cheat, so if it doesn't work, just do that and jump to the level you were on before.