.dsk to .rom, is possible ?
in theory, it's possible. You could capture the BDOS calls and instead of reading from disk, your read everything from the virtual disk on the ROM. So you could convert a 720kB disk to a 1MB ROM in theory, but it might not work will all the game since you don't know anything about the memory usage of the games.
an easier solution is to install an MSX emulator such as NLMSX, openMSX or blueMSX, or get a real MSX 
Getting DSK to ROMs will also give some problems when you'd want to save something 
The problem psakhis (and a bunch of other potential MESS users) is having is the fact that it's very hard to get DSK images working in MESS.
Yeah but he's not asking how to get dsk's to work in MESS, but how to convert them Since there is no dsk->rom convert I suggest to use another emu.
Getting DSK to ROMs will also give some problems when you'd want to save something
Not only that, but what about the problem of RAM variables 
Disk games run from RAM, so variables are all over the place. Coding for ROM is very different.
It's impossible.