Sub Macro1()
  Dim oRng As Range, oFN As Footnote, rngInner As Range
  Set oRng = ActiveDocument.Range
  With oRng.Find
    Do While .Execute(FindText:="\[\[(*)\]\]", MatchWildcards:=True)
      Set oFN = ActiveDocument.Footnotes.Add(oRng, , oRng.Text)
      Set rngInner = oRng.Duplicate
      rngInner.MoveStart Unit:=wdCharacter, Count:=2
      rngInner.MoveEnd Unit:=wdCharacter, Count:=-2
      oFN.Range.FormattedText = rngInner.FormattedText
      oRng.Text = ""
    Loop
  End With
lbl_Exit:
  Set oRng = Nothing
  Set rngInner = Nothing
  Exit Sub
End Sub