I just did it: I completed the transfer of my BlueSky data to EuroSky! There are a couple of confirmations involved so it takes a little while, but so far everything looks exactly as before. I now also have access to other apps EuroSky hosts on the AT protocol. Let me know if you have questions!
https://eurosky.tech/accounts/migrate/
Account migration instructions with EU-HAUL — Eurosky
Eurosky is a European initiative to build and operate sovereign social web infrastructure