Back in 2005 I had written one that works in Excel and I think it was shared on here.
To go from Julian to Gregorian, where the Julian is in field A2, put this formula in the output field (make sure the field is displaying in date format): =DATE(1900+INT(A2/1000),1,MOD(A2,1000))
To go the other way (Gregorian Date is in B2 this time):
=((YEAR(B2)-1900)*1000)+B2-DATE(YEAR(B2),1,1)+1