This answer assumes you've already migrated RSS readers from FeedBurner.
1. Access your FeedBlitz mailing list from the site navigation.
2. In the subscriber block, find the import option.
3. Select import from FeedBurner.
4. Enter your credentials and then pick the FeedBurner feed to import.
5. Run the import. Any subscribers added will NOT have to resubscribe.
Recent pending (not yet activated) email subscribers at FeedBurner will
be activated and sent an opt out note