Currently the Office Connector plugin that Confluence utilizes to import Office docs doesn't support the .one format. The only workaround currently is the one you've mentioned of converting the format of the files. I've raised this feature request: https://jira.atlassian.com/browse/CONF-30883 asking our development team to add support for that format.
While we can only wait for feedback from the team I suggest that you vote on that issue and watch it for updates directly from our devs.
I was trying to find out how to do this after seeing an Evernote add-on in Confluence 5.9.1 which is a bit new than this 2-3 year old thread! Anyway I expected this would be available in recent 2016 versions but I didn't see any OneNote plugins, only EverNote.
Any update/idea on this feature request?
I've not found anything off the shelf, that said...
I'm in the process of building out a command line utility that uses the Microsoft Office Interop for OneNote to pipe documentation into Confluence over the REST API. The GetContent methods of that interop output XML strings which look very parseable in the cherry picked cases I've created thus far.
Confluence has great docs on using the REST API:
Using the OneNote Interop is a bit harder to find, but I found this answer on stackoverflow was enough to get me going:
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