Polyphone is cross-platform and will open sf2, sf3, sfz, and sfArk, and will save to sf2 or export to sfz or sf3. It's sf2-centric, though, so it doesn't support some features like sfz's round-robin.
Plogue sforzando is Windows (WINE?) or OS X, and will convert sfz to sf2, though the conversion did not work well for one thing I tested. Polyphone did a better job.