I am exactly in the same situation and also don't know what to do because it is unclear if it will be possible to use any XF 1.x mods with XF 2.0 or if they will all have to be recoded from scratch.
Manually inserting more than 250 smilies in 7 categories will take some time, but ok I can live with that (although vBulletin was always able to import smilies from other forum software).
What does "yet" mean. Is this a feature on your todo-list? If yes, when can I expect that to be possible?
Where exactly can I find that option? I have created a demo admin account here on Xenforo.com and in "Options > Spam Management" and "Options > User Registration" there is no such option.
I am planning to migrate several big vBulletin forums to Xenforo and after doing some research there are still a few open questions:
Does the official Xenforo-importer import the smilie-list from vBulletin 3/4? According to https://xenforo.com/community/attachments/vbulletin_4-png.89672/ it...