Is there a way to export a Confluence project's documentation to the GitLab Wiki?

You can export all or parts of you Confluence to PDF (possibly other formats like MS Word?). That may suffice if your Confluence instance is small.

Alternatively Confluence provides a rich RESTful API with which you could iterate your Spaces and Pages, extract all needed details and then format/write them appropriate to GitLab-Wiki (which I don't know anything about). This is non-trivial but I've done something similar using PowerShell and the Confluence APIs.