I managed to make a single one work I have a few now that work 
When you get a loading error, you can save a logfile to the SD drive (SETTINGS → SYSTEM → SAVE DIAGNOSTICS) which give you hints why the SFZ is not working (overlapping velocity values, unsupported values, cannot find samples etc).
Most stuff must be removed from the SFZ to keep only the group and region tags, and not all keywords / values are supported. For example, this will load:
<group> loop_mode=no_loop
<region> pitch_keycenter=21 tune=0 lokey=0 hikey=23 lovel=0 hivel=18 sample=A112-Piano1d-2/3p-021-A0.wav
<region> pitch_keycenter=21 tune=0 lokey=0 hikey=23 lovel=19 hivel=37 sample=A112-Piano1d-2/2p-021-A0.wav
...
Unfortunately with some SFZ files the Tonverk can crash and I don’t know why:
So SFZ support is far from stable / end-user ready…
EDIT: I have more success loading SFZ files when the samples are converted to 24bit 48khz wav.