I tried to mod them in last year but ultimately couldn't.
TFTD's cutscenes are in a different format than UFO's. One can try to convert UFO's videos (or any video actually) to the TFTD format (FLC) using RAD Video Tools or some old 90's era editors, but the current implementation of OpenXcom would only play the video without sound.
This happens because the FLC format has multiple versions, and OpenXcom has a custom implementation that does not conform 100% to the FLC specification, since it was made only to play the TFTD format.
Here I posted some of my findings:
https://openxcom.org/forum/index.php/topic,3639.0.htmlIt's been a year since I was fiddling with this so I don't remember everything, but if I recall correctly, there was an open source library, part of ffmpeg, that in theory could be used in the current code in order to support all FLC variants.
TL;DR: It's not possible with the current implementation, unless someone codes it in.
EDIT: Actually, that was with last's year source code. I haven't checked if there have been any changes in the implementation.