I copied bl-conkyzen and bl-conkysession files from /usr/bin (in bunsenlabs distro). Still needed to change the respective paths in both files to match $HOME path in MX (where my conky theme files in 1.10 syntax are located). These theme files should have .conky-conf extension otherwise yad won't find them.
bl-conky- session file to be autostarted in order for last conky(s) to survive a restart.