What are the best practices to migrate threshold profiles from eHealth to CA PM?
Have you seen this site yet with information about the eHealth to CAPM transition?
How to Transition from CA eHealth
That transition site is a great place to start, including options to contact CA reps that can assist you with the transition.
I am not aware of any formal tools that could accomplish this. Engaging the contacts on the transition page may yield different answers.
Michael is correct that there are no tools to migrate threshold profiles. We recommend rationalizing your groups and thresholding in Performance Management and recreating the profiles that you need.