WPFunnels Pro comes with various premium templates which you can easily import and use with Gutenberg.
First, you can choose a page builder, and then you can import a funnel template.
How To Choose Gutenberg Page Builder
Step 1: Install & Activate WPFunnels Pro.
Step 2: Go to WPFunnels Settings tab.

Step 3: Choose Gutenberg as your preferred Page Builder.

Step 4: Click on Sync Templates.

Now you need to create a funnel and import premium templates.
How To Import Premium Funnel Templates
You can follow these easy steps to import premium templates for your sales funnel.
Step 1: Go to the Overview section of WPFunnels dashboard.

Step 2: Click on the Add New Funnel button.

You will be taken to the funnel Templates page.
Step 3: Click on Premium to view only the premium templates.

Step 4: Click on a template to get an overview of that template pages.

Step 5: Click on the Import button to add this template to your funnel.

However, you can also import a template directly to your funnel without going to the template overview page.
To do so, just hover your mouse on a template and you will get Preview and Import option. Clicking on the Import button will directly import the template to your funnel.

After the template is imported, you will be taken to the funnel canvas with pre-made steps.

Now you can go ahead and edit your template pages with Gutenberg blocks.