as long as the video codec used is supported! Luckily enough, we can finally put away all of these workarounds, because Vegas Pro 17 added an experimental - yet mostly working - MKV reader feature that can be used to natively import MKV files directly into the timeline. Using MPEG-TS output filters (or other similar alternatives) to deal with source MKV files using Transport Streams.
Extracting the video track from the MKV file using video demuxer tools such as MKVToolNix and the likes.