Works. Sort of.

This plugin does easily allow you to “bulk” change from one post type to another. But keep in mind you need to have that post type already set up on your new site before you can convert it. The part of this plugin that does not work is that it doesn’t assign the categories that were selected.

It converts the post type, but it gives it a blank category. This requires you to manually look for the newly converted posts and manually assign the categories yourself. ??