Choose 'convert and add elevation' and leave the save format at .gpx
Above the boxes a file will appear with a gibberish name. Right click and save it with a sensible name then you need a program like 3d route builder to smooth the height data and re-save as a .kml. I usually put alt in the name of the re-saved .kml. You can then import that to BTB. There are other programs that you can use instead of 3d route builder but it works well for me so that's what I use.