Here's the proposed migration workflow.
1. Set up an on-premise Headwind MDM server (the recommended hardware specification can be found here), and install Headwind MDM.
2. Take two devices provisioned with the legacy MDM provider, reset one device to the factory defaults, and provision it with Headwind MDM (choose the best matching configuration).
3. Add applications to Headwind MDM and adjust the device policies in the configuration, to make the device desktops looking similar.
4. After testing the provisioining device in the admin lab and debugging the configuration, start the staged migration.
5. Choose a group of test users (your company's employees) and migrate their devices to Headwind MDM. Collect feedback and fix the issues.
6. Complete the migration to Headwind MDM by re-provisioning the whole fleet of devices.