In this review, we address the use of numerical computations called Large-Eddy Simulations (LES) to study dust devils, and the more general class of atmospheric phenomena they belong to (convective vortices). We describe the main elements of the LES methodology. We review the properties, statistics, and variability of dust devils and convective vortices resolved by LES in both terrestrial and Martian environments. The current challenges faced by modelers using LES for dust devils are also discussed in detail.