Though there might be some manual tricks or technique, but nothing is better and easier than a third-party converter app. There are software companies in the market which provide third-party tools for MBOX to PST conversion. You can try any one of them.
Or if you are looking for any recommendation, then I would like to suggest you to try SysInfoTools MBOX Converter tool. This tool can convert your single as well as multiple MBOX files (normal as well as corrupted) into PST and other popular file formats, such as: EML, MSG, DBX, HTML and RTF.
To read more about this tool, you can visit: sysinfotools.com/mbox-converter.html