Merging Wordpress logins on 2 sites to Auth0

We have a reasonable sized user database in out 2 wordpress sites. We also have a reasonable size database on auth0. There is likely some overlap of the users. We want to change both wordpress sites to use auth0 so that users can aithenticate for both websites plus out live stream app that already uses auth0. I looked at the migration option of the wordpress plugin but it states that we need a clean database connection to enable the custom database and it’s scripts.

Firstly is this correct or can we set up our existing database with a custom database option coupled with the import to auth0 flag.
If it is true can we set up a new database connection until all the users are migrated and then merge the users in the two connections. Can we link accounts in the 2 databases until we merge them.
Or last option should we just use the API to import all the users that don’t exist into the existing database connection. If so, how are wordpress and auth0 users linked.