Excel – How to export work items from one TFS server to another TFS server using Excel

If you do a move from within TFS, that should register as just another action to be saved in the history. Your other history should be kept intact, even when moving across projects.

@PortageMonkey's answer to the question you quote contains pretty much what you need.

As noted you cannot directly change the work item type however there is a nice shortcut that may save you a lot of time for these scenarios. It will automatically copy links to change sets, test cases etc.

1. Right-click on your work item and select "Create Copy of Work Item"
2. The following dialog window will pop up where you can then change the work item type for the new item:
   
   Result: A new work item is created with the new type and the old one automatically added as a link and a comment added to the history area stating the work item ID it was copied from.

So, use this feature to copy them and convert them to tasks at the same time by choosing "task" in the copy dialog. Once the copy is done, flag the original item to "removed".