Disk vortices, seen in numerical simulations of protoplanetary disks and found observationally in Atacama Large Millimeter/submillimeter Array and Very Large Array images of these objects, are promising sites for planet formation given their pebble trapping abilities. Previous works have shown a strong concentration of pebbles in vortices, but gravitational collapse has only been shown in low-resolution, two-dimensional, global models. In this Letter, we aim to study the pebble concentration and gravitational collapse of pebble clouds in vortices via high-resolution, three-dimensional, local models. We performed simulations of the dynamics of gas and solids in a local shearing box where the gas is subject to convective overstability, generating a persistent giant vortex. We find that the vortex produces objects of Moon and Mars mass, with a mass function of power-law dlnN/dlnM=−1.6±0.3 . The protoplanets grow rapidly, doubling in mass in about five orbits, following pebble accretion rates. The mass range and mass doubling rate are in broad agreement with previous low-resolution global models. We conclude that Mars-mass planetary embryos are the natural outcome of planet formation inside the disk vortices seen in millimeter and radio images of protoplanetary disks.