You didn’t ask “How do I load this model?” To which there will likely be a simple answer.
You asked “How do I write my own importer?”
…if you had the skills to do it better then you wouldn’t have to ask.
I don’t even have the skills to do it better… because xbuf is as good as custom exporter can possibly get (you can view your model live as you edit it) and gltf is (today) as good a generic export format as you can possibly get.
Lots of really smart guys have been working on this problem but they will never work around the FUNDAMENTAL FLAW: Blender is not a game model editor. It’s much more than that. If you don’t define your materials right, they won’t show up… and JME wouldn’t be able to render them properly even if you could. Similar caveats for animations, etc…
If you ask questions about the problems that you have, post example models with the issues, I guarantee you will get helpful responses. I’ve seen it 100 times.
Else, I look forward to your blender exporter that will handle any blender model.