export your BTC / PTS private keys from the Bitcoin / Protoshares wallets. Then import those private keys. That's what I did, and I think it's the safest.
That said - BTSX is going to have a shitstorm to deal with if we don't start documenting in the Wiki how to perform basic operations, and include a playbook as to what to do in certain problematic cases. (Like the one run into for example)