For the current App Connect it will be difficult (at least a lot work) to convert it to ESM modules, we want to do that with version 2 which will be completely different. It is however not a problem to develop your own components using ESM modules.
If you want to make functions available from an ESM module, add them to the window.dmx namespace, it should be accessible from the other modules and on the page. Scripts with defer and module are run in order they appear in the DOM, so it is still possible to have dependencies this way.