You can't do that either. You need to differenciate between MyGM and MyLeague. One is not the same as the other. MyGM atm has a set roster. You can not important anything or change anything in it. It's set. MyLeague allows you to use custom rosters.
That is what he asked in the thread title. So no it's not possible. You can not change the existing roster for MyGM in any way atm. I don't have any idea if they plan to do that but probably not because of their annoying story line that basically has a prescribted event of your owner asking your to hire his son and then trade for a superstar. If you try to trade for that star you could offer half your team and it won't go through but because it's a corny story the owners son will pull of that trade offscreen just before the trade deadline and give you that star. Now, if you start with a beefed up roster it doesn't make sense that you trade for a star at all so this is probably why it's not in the game. It's a stupid decision in a mode that was all about freedom as a GM to force you into a story that ties your hands.