We need a LOT more info about your proxmox setup.
How are you handing networking?
What's your storage setup currently?
if all your windows/linux VM's are the same size/spec, then you can do something like this.
create a single vm template how you want them all to be (cpu/ram/network)
pseudo code...
for i in total_vm_count,
loop
qm clone vmid %i --full
This will create all your VM's.
the hard part will then be to convert each of your existing disks into the new format.
for i in total_vm_count,
loop
dd if=%i.vmdk of=/dev/VG_iscsi/vm-%i-disk-1 (for LVM)
dd if=%i.vmdk of=/dev/zvol(needs_to_be_decided)/vm-%i-disk-1 (for ZFS)
qemu convert %i.vmdk -O /path/tp/storage/images/%i/vm-%i-disk-0.qcow2
This is the basis for the script. I omitted the networking part, but we're lacking details here. Also assuming your local numbering of VM's on esxi will be a 1 to 1 for proxmox. If you decide to change this up, it becomes a lot more difficult and you should just do it all manually sadly.
Hope this helps.