In case anyone else ends up on this thread like I did, you might have downloaded some .dmk files and find that some work but not all of them when converted to .hfe. if you have *some* .dmk files that don't work properly in when converted to .hfe files, an easy to use command line conversion utility is in the catweasel tools. On a windows box you an use the freely available dmk2jv3.exe from Tim Mann's site for TRS 80 model 3/4/4P disks, and have fun with the -v2 option as you can see if the image file had any sector interleave. The outpul file by default will have .dsk extension which seems to be fine. Some clipped examples:
D:\TRS80\4pWork\cw2dmk-4.4-win32>dmk2jv3.exe -v2 "..\Vicious Vipers v1.1 (2000)(Plaid Vest Software)[M4].dmk"
[tracks=40, sides=1, fmtimes=2, rx02=0, tracklen=0x1900]
Track 0, side 0, sector: 0 6 12 1 7 13 2 8 14 3 9 15 4 10 16 5 11 17
Track 1, side 0, sector: 10 16 5 11 17 0 6 12 1 7 13 2 8 14 3 9 15 4
.....
Versus
D:\TRS80\4pWork\cw2dmk-4.4-win32>dmk2jv3.exe -v2 "..\disk11233.dmk"
[tracks=40, sides=1, fmtimes=2, rx02=0, tracklen=0x1900]
Track 0, side 0, sector: 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
Track 1, side 0, sector: 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
.....