@anik Hi !
When I did migrate from Proxmox to XCP-ng, I just had to do the conversion and import the disk. The step in the documentation was not needed (I suppose it's for old OS or in case of failure)
You can convert directly to VHD instead of convert to VMDK. Here's the step I followed:
qemu-img convert -O vpc proxmox-disk.qcow2 `uuidgen`.vhd
scp thegenerateduuid.vhd ip.xcp-ng.server:/run/sr-mount/uuid-of-your-SR
Then with XO, create a VM and attach the disk