If your DBX files are healthy, the safest move is to avoid old manual import tricks and convert them into PST from a copied folder. Outlook Express is not needed for this process but you should still keep the original DBX backup untouched. It helps if you first check Inbox.dbx, Sent Items.dbx, and any custom DBX folders so you know what should appear after conversion.
In this case, I would suggest trying GainTools DBX to PST Converter Software, especially when you want to move old Outlook Express mailboxes into Outlook PST with preview and local saving options. It lets you check emails before export, which is useful for verifying folders, dates, and attachments.
Use the free demo on 10 emails from each DBX folder first. If the sample looks correct in Outlook, then continue with the full migration.