Hi Natalia,
Thanks for your use of MolProbity and your interest in improving models. It means a lot to us.
As you have noted, MolProbity indeed does not accept .mtz files. It accepts 3 file formats for electron density maps: OMAP, CCP4, and XPLOR. Fortunately, Phenix can generate maps for you.
In the Phenix GUI, there are two relevant options under the "Maps" tab. The first one, "Calculate maps", can turn structure factors into .mtz or .ccp4 . The second one, "FFT map coefficients", can use a .mtz to generate a .ccp4 or a .xplor, and is probably the option you are looking for.
Someone more familiar with the Phenix commandline may be able to tell you how to generate maps from the commandline in a more scriptable way.