Unfortunately copy + paste from Illu to Fontforge doesn’t work (on my Mac).
Copy + paste is complicated and unreliable under XQuartz (which
FontForge uses on Mac). You can try checking "Enable syncing" and
"Update CLIPBOARD when Pasteboard changes" in the XQuartz preferences
under "Pasteboard", but I know that vector graphics don't work between
Inkscape and Mac programs.
You can try saving the files as SVG, or maybe it works better on Windows, if you have it.