Exchange Online Mail Flow Rules to stop supporting DLP-related rules, conditions, and actions

What's the best way to move ETR's with DLP conditions to a Purview DLP policy? I use this for my clients to encrypt HIPAA-sensitive email, for example:

Apply this rule if: message is sent outside the organization and the message contains sensitive information (like SSN, credit card numbers, etc)

Do the following: rights protect message with RMS template: "Encrypt"

I now have a bunch of clients whose encryption is not working because of the move to Purview Compliance DLP (Yes, I probably should've seen the warnings in advance). Microsoft's documentation suggests there is a "Migration wizard" to move DLP rules created in Exchange, but I cannot find that wizard anywhere. 

Is there another way to access the migration wizard and/or is there a PowerShell command to do this? Or am I going to have to manually create DLP polices for each client?