How to convert OpenSSH key to GnuPG

First we need to create a certificate (self-signed) for our ssh key:

openssl req -new -x509 -key ~/.ssh/id_rsa -out ssh-cert.pem

We can now import it in GnuPG

openssl pkcs12 -export -in ssh-certs.pem -inkey ~/.ssh/id_rsa -out ssh-key.p12 gpgsm --import ssh-key.p12

Notice you cannot import/export DSA ssh keys to/from GnuPG