Hello,
I've done it last friday. I got many issues so I recommand you to :
1) Generate a SCF (Single Configuration File) of your physical BIG-IP
2) The SCF will generate a .tar archive, and another file. Copy both file to your VE to /var/local/scf
The .tar contains all certificates, keys and other static files.
3) Create manually the network and system configuration on your new VE BIG-IP (Keep exactly same name for VLAN and other objects)
Note: Disconnect all NICs adapters of your VM, to avoid having duplicate IP address when setting the SELF IP or Management IP (or use a different management IP address)
4) Create a backup or a snapshot of the VE. If needed, you will use it to return to this state.
5) Launch the command
tmsh load sys config file "name_scf_file" verify
6) Correct errors and launch the command again. Repeat this step...
Once you have done with all errors, you can launch the same command without "verify"
Hope it helps